NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 88.83 90.10 1.27 1.4% 86.40
High 88.91 90.58 1.67 1.9% 88.79
Low 88.17 90.10 1.93 2.2% 84.95
Close 88.17 90.58 2.41 2.7% 89.34
Range 0.74 0.48 -0.26 -35.1% 3.84
ATR 1.09 1.19 0.09 8.6% 0.00
Volume 2,811 755 -2,056 -73.1% 9,063
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.86 91.70 90.84
R3 91.38 91.22 90.71
R2 90.90 90.90 90.67
R1 90.74 90.74 90.62 90.82
PP 90.42 90.42 90.42 90.46
S1 90.26 90.26 90.54 90.34
S2 89.94 89.94 90.49
S3 89.46 89.78 90.45
S4 88.98 89.30 90.32
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.21 98.12 91.45
R3 95.37 94.28 90.40
R2 91.53 91.53 90.04
R1 90.44 90.44 89.69 90.99
PP 87.69 87.69 87.69 87.97
S1 86.60 86.60 88.99 87.15
S2 83.85 83.85 88.64
S3 80.01 82.76 88.28
S4 76.17 78.92 87.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.58 85.39 5.19 5.7% 0.90 1.0% 100% True False 1,542
10 90.58 81.15 9.43 10.4% 1.02 1.1% 100% True False 1,548
20 90.58 76.40 14.18 15.7% 0.63 0.7% 100% True False 1,532
40 90.58 73.20 17.38 19.2% 0.44 0.5% 100% True False 1,186
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 False
Stretch 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.62
2.618 91.84
1.618 91.36
1.000 91.06
0.618 90.88
HIGH 90.58
0.618 90.40
0.500 90.34
0.382 90.28
LOW 90.10
0.618 89.80
1.000 89.62
1.618 89.32
2.618 88.84
4.250 88.06
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 90.50 90.18
PP 90.42 89.78
S1 90.34 89.38

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

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