NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 86.23 87.37 1.14 1.3% 88.83
High 86.33 88.15 1.82 2.1% 91.95
Low 85.75 87.34 1.59 1.9% 88.17
Close 86.33 88.15 1.82 2.1% 90.81
Range 0.58 0.81 0.23 39.7% 3.78
ATR 1.35 1.38 0.03 2.5% 0.00
Volume 882 1,117 235 26.6% 7,938
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.31 90.04 88.60
R3 89.50 89.23 88.37
R2 88.69 88.69 88.30
R1 88.42 88.42 88.22 88.56
PP 87.88 87.88 87.88 87.95
S1 87.61 87.61 88.08 87.75
S2 87.07 87.07 88.00
S3 86.26 86.80 87.93
S4 85.45 85.99 87.70
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 101.65 100.01 92.89
R3 97.87 96.23 91.85
R2 94.09 94.09 91.50
R1 92.45 92.45 91.16 93.27
PP 90.31 90.31 90.31 90.72
S1 88.67 88.67 90.46 89.49
S2 86.53 86.53 90.12
S3 82.75 84.89 89.77
S4 78.97 81.11 88.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.95 85.75 6.20 7.0% 0.67 0.8% 39% False False 1,438
10 91.95 85.75 6.20 7.0% 0.68 0.8% 39% False False 1,402
20 91.95 81.04 10.91 12.4% 0.79 0.9% 65% False False 1,573
40 91.95 75.05 16.90 19.2% 0.53 0.6% 78% False False 1,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.59
2.618 90.27
1.618 89.46
1.000 88.96
0.618 88.65
HIGH 88.15
0.618 87.84
0.500 87.75
0.382 87.65
LOW 87.34
0.618 86.84
1.000 86.53
1.618 86.03
2.618 85.22
4.250 83.90
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 88.02 87.93
PP 87.88 87.71
S1 87.75 87.50

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

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