NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 74.80 75.00 0.20 0.3% 77.34
High 74.80 75.10 0.30 0.4% 77.34
Low 74.41 75.00 0.59 0.8% 74.82
Close 75.01 74.92 -0.09 -0.1% 76.18
Range 0.39 0.10 -0.29 -74.4% 2.52
ATR 0.60 0.56 -0.04 -5.9% 0.00
Volume 264 418 154 58.3% 3,072
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 75.31 75.21 74.98
R3 75.21 75.11 74.95
R2 75.11 75.11 74.94
R1 75.01 75.01 74.93 75.01
PP 75.01 75.01 75.01 75.01
S1 74.91 74.91 74.91 74.91
S2 74.91 74.91 74.90
S3 74.81 74.81 74.89
S4 74.71 74.71 74.87
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 83.67 82.45 77.57
R3 81.15 79.93 76.87
R2 78.63 78.63 76.64
R1 77.41 77.41 76.41 76.76
PP 76.11 76.11 76.11 75.79
S1 74.89 74.89 75.95 74.24
S2 73.59 73.59 75.72
S3 71.07 72.37 75.49
S4 68.55 69.85 74.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.83 74.41 2.42 3.2% 0.11 0.1% 21% False False 516
10 77.34 74.41 2.93 3.9% 0.16 0.2% 17% False False 605
20 77.34 71.24 6.10 8.1% 0.08 0.1% 60% False False 644
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 True
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.53
2.618 75.36
1.618 75.26
1.000 75.20
0.618 75.16
HIGH 75.10
0.618 75.06
0.500 75.05
0.382 75.04
LOW 75.00
0.618 74.94
1.000 74.90
1.618 74.84
2.618 74.74
4.250 74.58
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 75.05 74.91
PP 75.01 74.89
S1 74.96 74.88

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

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