NYMEX Light Sweet Crude Oil Future July 2008

Trading Metrics calculated at close of trading on 01-Oct-2007

Day Change Summary
	Previous	Current
	28-Sep-2007	01-Oct-2007	Change	Change %	Previous Week
Open	77.19	76.17	-1.02	-1.3%	77.59
High	77.75	76.17	-1.58	-2.0%	77.75
Low	77.19	75.51	-1.68	-2.2%	75.66
Close	76.55	75.68	-0.87	-1.1%	76.55
Range	0.56	0.66	0.10	17.9%	2.09
ATR	0.57	0.61	0.03	5.8%	0.00
Volume	84	3,136	3,052	3,633.3%	3,343

Daily Pivots for day following 01-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	77.77	77.38	76.04
R3	77.11	76.72	75.86
R2	76.45	76.45	75.80
R1	76.06	76.06	75.74	75.93
PP	75.79	75.79	75.79	75.72
S1	75.40	75.40	75.62	75.27
S2	75.13	75.13	75.56
S3	74.47	74.74	75.50
S4	73.81	74.08	75.32

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	75.51	2.24	3.0%	0.54	0.7%	8%	False	True	1,253
10	77.75	74.80	2.95	3.9%	0.27	0.4%	30%	False	False	1,041
20	77.75	70.45	7.30	9.6%	0.20	0.3%	72%	False	False	1,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.01
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.98
2.618	77.90
1.618	77.24
1.000	76.83
0.618	76.58
HIGH	76.17
0.618	75.92
0.500	75.84
0.382	75.76
LOW	75.51
0.618	75.10
1.000	74.85
1.618	74.44
2.618	73.78
4.250	72.71

Fisher Pivots for day following 01-Oct-2007
Pivot	1 day	3 day
R1	75.84	76.63
PP	75.79	76.31
S1	75.73	76.00

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