NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 26-Dec-2007
Day Change Summary
Previous Current
24-Dec-2007 26-Dec-2007 Change Change % Previous Week
Open 90.47 91.78 1.31 1.4% 90.37
High 90.62 93.34 2.72 3.0% 91.60
Low 90.40 91.78 1.38 1.5% 88.77
Close 91.61 92.80 1.19 1.3% 91.15
Range 0.22 1.56 1.34 609.1% 2.83
ATR 2.12 2.09 -0.03 -1.3% 0.00
Volume 995 385 -610 -61.3% 14,405
Daily Pivots for day following 26-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.32 96.62 93.66
R3 95.76 95.06 93.23
R2 94.20 94.20 93.09
R1 93.50 93.50 92.94 93.85
PP 92.64 92.64 92.64 92.82
S1 91.94 91.94 92.66 92.29
S2 91.08 91.08 92.51
S3 89.52 90.38 92.37
S4 87.96 88.82 91.94
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 99.00 97.90 92.71
R3 96.17 95.07 91.93
R2 93.34 93.34 91.67
R1 92.24 92.24 91.41 92.79
PP 90.51 90.51 90.51 90.78
S1 89.41 89.41 90.89 89.96
S2 87.68 87.68 90.63
S3 84.85 86.58 90.37
S4 82.02 83.75 89.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.34 89.40 3.94 4.2% 1.11 1.2% 86% True False 2,121
10 93.34 88.05 5.29 5.7% 1.74 1.9% 90% True False 2,336
20 94.71 85.12 9.59 10.3% 2.34 2.5% 80% False False 2,525
40 94.71 84.95 9.76 10.5% 1.70 1.8% 80% False False 1,974
60 94.71 75.05 19.66 21.2% 1.25 1.4% 90% False False 1,697
80 94.71 70.45 24.26 26.1% 0.99 1.1% 92% False False 1,527
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 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.97
2.618 97.42
1.618 95.86
1.000 94.90
0.618 94.30
HIGH 93.34
0.618 92.74
0.500 92.56
0.382 92.38
LOW 91.78
0.618 90.82
1.000 90.22
1.618 89.26
2.618 87.70
4.250 85.15
Fisher Pivots for day following 26-Dec-2007
Pivot 1 day 3 day
R1 92.72 92.44
PP 92.64 92.09
S1 92.56 91.73

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

View Archives - Comment on this page... - Back to Index of Symbols