NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 75.66 77.08 1.42 1.9% 74.70
High 75.66 77.13 1.47 1.9% 77.46
Low 75.66 75.66 0.00 0.0% 74.70
Close 75.66 77.19 1.53 2.0% 77.46
Range 0.00 1.47 1.47 2.76
ATR 0.51 0.58 0.07 13.6% 0.00
Volume 910 1,357 447 49.1% 4,646
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 81.07 80.60 78.00
R3 79.60 79.13 77.59
R2 78.13 78.13 77.46
R1 77.66 77.66 77.32 77.90
PP 76.66 76.66 76.66 76.78
S1 76.19 76.19 77.06 76.43
S2 75.19 75.19 76.92
S3 73.72 74.72 76.79
S4 72.25 73.25 76.38
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 84.82 83.90 78.98
R3 82.06 81.14 78.22
R2 79.30 79.30 77.97
R1 78.38 78.38 77.71 78.84
PP 76.54 76.54 76.54 76.77
S1 75.62 75.62 77.21 76.08
S2 73.78 73.78 76.95
S3 71.02 72.86 76.70
S4 68.26 70.10 75.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.59 75.66 1.93 2.5% 0.29 0.4% 79% False True 881
10 77.59 73.83 3.76 4.9% 0.19 0.3% 89% False False 903
20 77.59 69.68 7.91 10.2% 0.14 0.2% 95% False False 965
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 0.01
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 83.38
2.618 80.98
1.618 79.51
1.000 78.60
0.618 78.04
HIGH 77.13
0.618 76.57
0.500 76.40
0.382 76.22
LOW 75.66
0.618 74.75
1.000 74.19
1.618 73.28
2.618 71.81
4.250 69.41
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 76.93 76.93
PP 76.66 76.66
S1 76.40 76.40

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

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