NYMEX Light Sweet Crude Oil Future July 2008

Trading Metrics calculated at close of trading on 23-Oct-2007

Day Change Summary
	Previous	Current
	22-Oct-2007	23-Oct-2007	Change	Change %	Previous Week
Open	81.74	81.04	-0.70	-0.9%	80.55
High	81.74	81.30	-0.44	-0.5%	81.72
Low	81.74	81.04	-0.70	-0.9%	80.55
Close	81.38	81.02	-0.36	-0.4%	81.74
Range	0.00	0.26	0.26		1.17
ATR	0.66	0.64	-0.02	-3.5%	0.00
Volume	661	87	-574	-86.8%	8,847

Daily Pivots for day following 23-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	81.90	81.72	81.16
R3	81.64	81.46	81.09
R2	81.38	81.38	81.07
R1	81.20	81.20	81.04	81.16
PP	81.12	81.12	81.12	81.10
S1	80.94	80.94	81.00	80.90
S2	80.86	80.86	80.97
S3	80.60	80.68	80.95
S4	80.34	80.42	80.88

Weekly Pivots for week ending 19-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	84.85	84.46	82.38
R3	83.68	83.29	82.06
R2	82.51	82.51	81.95
R1	82.12	82.12	81.85	82.32
PP	81.34	81.34	81.34	81.43
S1	80.95	80.95	81.63	81.15
S2	80.17	80.17	81.53
S3	79.00	79.78	81.42
S4	77.83	78.61	81.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.74	81.00	0.74	0.9%	0.24	0.3%	3%	False	False	1,728
10	81.74	76.40	5.34	6.6%	0.25	0.3%	87%	False	False	1,516
20	81.74	75.05	6.69	8.3%	0.32	0.4%	89%	False	False	1,148
40	81.74	69.23	12.51	15.4%	0.20	0.2%	94%	False	False	1,005

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.41
2.618	81.98
1.618	81.72
1.000	81.56
0.618	81.46
HIGH	81.30
0.618	81.20
0.500	81.17
0.382	81.14
LOW	81.04
0.618	80.88
1.000	80.78
1.618	80.62
2.618	80.36
4.250	79.94

Fisher Pivots for day following 23-Oct-2007
Pivot	1 day	3 day
R1	81.17	81.39
PP	81.12	81.27
S1	81.07	81.14

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