NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 23-Oct-2007
Day Change Summary
Previous Current
22-Oct-2007 23-Oct-2007 Change Change % Previous Week
Open 80.08 80.53 0.45 0.6% 78.35
High 80.08 80.53 0.45 0.6% 81.64
Low 80.08 80.45 0.37 0.5% 78.35
Close 80.90 80.60 -0.30 -0.4% 81.24
Range 0.00 0.08 0.08 3.29
ATR 0.65 0.64 -0.01 -2.2% 0.00
Volume 117 168 51 43.6% 6,107
Daily Pivots for day following 23-Oct-2007
Classic Woodie Camarilla DeMark
R4 80.77 80.76 80.64
R3 80.69 80.68 80.62
R2 80.61 80.61 80.61
R1 80.60 80.60 80.61 80.61
PP 80.53 80.53 80.53 80.53
S1 80.52 80.52 80.59 80.53
S2 80.45 80.45 80.59
S3 80.37 80.44 80.58
S4 80.29 80.36 80.56
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 90.28 89.05 83.05
R3 86.99 85.76 82.14
R2 83.70 83.70 81.84
R1 82.47 82.47 81.54 83.09
PP 80.41 80.41 80.41 80.72
S1 79.18 79.18 80.94 79.80
S2 77.12 77.12 80.64
S3 73.83 75.89 80.34
S4 70.54 72.60 79.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.64 80.08 1.56 1.9% 0.20 0.2% 33% False False 1,185
10 81.64 76.65 4.99 6.2% 0.15 0.2% 79% False False 738
20 81.64 74.41 7.23 9.0% 0.18 0.2% 86% False False 624
40 81.64 69.15 12.49 15.5% 0.10 0.1% 92% False False 586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.87
2.618 80.74
1.618 80.66
1.000 80.61
0.618 80.58
HIGH 80.53
0.618 80.50
0.500 80.49
0.382 80.48
LOW 80.45
0.618 80.40
1.000 80.37
1.618 80.32
2.618 80.24
4.250 80.11
Fisher Pivots for day following 23-Oct-2007
Pivot 1 day 3 day
R1 80.56 80.69
PP 80.53 80.66
S1 80.49 80.63

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

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