NYMEX Light Sweet Crude Oil Future July 2008

Trading Metrics calculated at close of trading on 16-Oct-2007

Day Change Summary
	Previous	Current
	15-Oct-2007	16-Oct-2007	Change	Change %	Previous Week
Open	80.55	80.73	0.18	0.2%	75.70
High	80.55	81.40	0.85	1.1%	78.81
Low	80.55	80.73	0.18	0.2%	75.69
Close	80.55	81.40	0.85	1.1%	78.71
Range	0.00	0.67	0.67		3.12
ATR	0.71	0.72	0.01	1.4%	0.00
Volume	435	519	84	19.3%	6,756

Daily Pivots for day following 16-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	83.19	82.96	81.77
R3	82.52	82.29	81.58
R2	81.85	81.85	81.52
R1	81.62	81.62	81.46	81.74
PP	81.18	81.18	81.18	81.23
S1	80.95	80.95	81.34	81.07
S2	80.51	80.51	81.28
S3	79.84	80.28	81.22
S4	79.17	79.61	81.03

Weekly Pivots for week ending 12-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	87.10	86.02	80.43
R3	83.98	82.90	79.57
R2	80.86	80.86	79.28
R1	79.78	79.78	79.00	80.32
PP	77.74	77.74	77.74	78.01
S1	76.66	76.66	78.42	77.20
S2	74.62	74.62	78.14
S3	71.50	73.54	77.85
S4	68.38	70.42	76.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.40	76.40	5.00	6.1%	0.25	0.3%	100%	True	False	1,305
10	81.40	75.05	6.35	7.8%	0.26	0.3%	100%	True	False	850
20	81.40	75.05	6.35	7.8%	0.26	0.3%	100%	True	False	957

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.25
2.618	83.15
1.618	82.48
1.000	82.07
0.618	81.81
HIGH	81.40
0.618	81.14
0.500	81.07
0.382	80.99
LOW	80.73
0.618	80.32
1.000	80.06
1.618	79.65
2.618	78.98
4.250	77.88

Fisher Pivots for day following 16-Oct-2007
Pivot	1 day	3 day
R1	81.29	80.88
PP	81.18	80.35
S1	81.07	79.83

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