NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 07-Nov-2007
Day Change Summary
Previous Current
06-Nov-2007 07-Nov-2007 Change Change % Previous Week
Open 86.00 87.44 1.44 1.7% 83.36
High 87.21 87.99 0.78 0.9% 85.45
Low 85.30 85.60 0.30 0.4% 83.36
Close 86.53 86.95 0.42 0.5% 85.68
Range 1.91 2.39 0.48 25.1% 2.09
ATR 1.10 1.19 0.09 8.3% 0.00
Volume 1,036 436 -600 -57.9% 3,536
Daily Pivots for day following 07-Nov-2007
Classic Woodie Camarilla DeMark
R4 94.02 92.87 88.26
R3 91.63 90.48 87.61
R2 89.24 89.24 87.39
R1 88.09 88.09 87.17 87.47
PP 86.85 86.85 86.85 86.54
S1 85.70 85.70 86.73 85.08
S2 84.46 84.46 86.51
S3 82.07 83.31 86.29
S4 79.68 80.92 85.64
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.10 90.48 86.83
R3 89.01 88.39 86.25
R2 86.92 86.92 86.06
R1 86.30 86.30 85.87 86.61
PP 84.83 84.83 84.83 84.99
S1 84.21 84.21 85.49 84.52
S2 82.74 82.74 85.30
S3 80.65 82.12 85.11
S4 78.56 80.03 84.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.99 83.70 4.29 4.9% 1.46 1.7% 76% True False 521
10 87.99 80.25 7.74 8.9% 0.80 0.9% 87% True False 551
20 87.99 76.78 11.21 12.9% 0.42 0.5% 91% True False 472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 98.15
2.618 94.25
1.618 91.86
1.000 90.38
0.618 89.47
HIGH 87.99
0.618 87.08
0.500 86.80
0.382 86.51
LOW 85.60
0.618 84.12
1.000 83.21
1.618 81.73
2.618 79.34
4.250 75.44
Fisher Pivots for day following 07-Nov-2007
Pivot 1 day 3 day
R1 86.90 86.68
PP 86.85 86.42
S1 86.80 86.15

These figures are updated between 7pm and 10pm EST after a trading day.

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