NYMEX Light Sweet Crude Oil Future July 2008

Trading Metrics calculated at close of trading on 28-Sep-2007

Day Change Summary
	Previous	Current
	27-Sep-2007	28-Sep-2007	Change	Change %	Previous Week
Open	77.08	77.19	0.11	0.1%	77.59
High	77.13	77.75	0.62	0.8%	77.75
Low	75.66	77.19	1.53	2.0%	75.66
Close	77.19	76.55	-0.64	-0.8%	76.55
Range	1.47	0.56	-0.91	-61.9%	2.09
ATR	0.58	0.57	0.00	-0.2%	0.00
Volume	1,357	84	-1,273	-93.8%	3,343

Daily Pivots for day following 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	78.84	78.26	76.86
R3	78.28	77.70	76.70
R2	77.72	77.72	76.65
R1	77.14	77.14	76.60	77.15
PP	77.16	77.16	77.16	77.17
S1	76.58	76.58	76.50	76.59
S2	76.60	76.60	76.45
S3	76.04	76.02	76.40
S4	75.48	75.46	76.24

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	82.92	81.83	77.70
R3	80.83	79.74	77.12
R2	78.74	78.74	76.93
R1	77.65	77.65	76.74	77.15
PP	76.65	76.65	76.65	76.41
S1	75.56	75.56	76.36	75.06
S2	74.56	74.56	76.17
S3	72.47	73.47	75.98
S4	70.38	71.38	75.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.75	75.66	2.09	2.7%	0.41	0.5%	43%	True	False	668
10	77.75	74.70	3.05	4.0%	0.20	0.3%	61%	True	False	798
20	77.75	70.29	7.46	9.7%	0.17	0.2%	84%	True	False	877

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.13
2.618	79.22
1.618	78.66
1.000	78.31
0.618	78.10
HIGH	77.75
0.618	77.54
0.500	77.47
0.382	77.40
LOW	77.19
0.618	76.84
1.000	76.63
1.618	76.28
2.618	75.72
4.250	74.81

Fisher Pivots for day following 28-Sep-2007
Pivot	1 day	3 day
R1	77.47	76.71
PP	77.16	76.65
S1	76.86	76.60

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols