NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 75.89 74.82 -1.07 -1.4% 74.12
High 75.89 75.89 0.00 0.0% 77.15
Low 75.89 74.82 -1.07 -1.4% 74.12
Close 75.89 75.41 -0.48 -0.6% 77.15
Range 0.00 1.07 1.07 3.03
ATR 0.48 0.52 0.04 8.8% 0.00
Volume 528 841 313 59.3% 4,824
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 78.58 78.07 76.00
R3 77.51 77.00 75.70
R2 76.44 76.44 75.61
R1 75.93 75.93 75.51 76.19
PP 75.37 75.37 75.37 75.50
S1 74.86 74.86 75.31 75.12
S2 74.30 74.30 75.21
S3 73.23 73.79 75.12
S4 72.16 72.72 74.82
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 85.23 84.22 78.82
R3 82.20 81.19 77.98
R2 79.17 79.17 77.71
R1 78.16 78.16 77.43 78.67
PP 76.14 76.14 76.14 76.39
S1 75.13 75.13 76.87 75.64
S2 73.11 73.11 76.59
S3 70.08 72.10 76.32
S4 67.05 69.07 75.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.34 74.82 2.52 3.3% 0.21 0.3% 23% False True 693
10 77.34 73.86 3.48 4.6% 0.11 0.1% 45% False False 707
20 77.34 69.56 7.78 10.3% 0.08 0.1% 75% False False 590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 23 trading days
Fibonacci Retracements and Extensions
4.250 80.44
2.618 78.69
1.618 77.62
1.000 76.96
0.618 76.55
HIGH 75.89
0.618 75.48
0.500 75.36
0.382 75.23
LOW 74.82
0.618 74.16
1.000 73.75
1.618 73.09
2.618 72.02
4.250 70.27
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 75.39 76.08
PP 75.37 75.86
S1 75.36 75.63

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

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