NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 25-Oct-2007
Day Change Summary
Previous Current
24-Oct-2007 25-Oct-2007 Change Change % Previous Week
Open 81.95 84.02 2.07 2.5% 78.35
High 81.95 84.02 2.07 2.5% 81.64
Low 81.95 84.02 2.07 2.5% 78.35
Close 81.95 84.02 2.07 2.5% 81.24
Range
ATR 0.69 0.79 0.10 14.4% 0.00
Volume 214 97 -117 -54.7% 6,107
Daily Pivots for day following 25-Oct-2007
Classic Woodie Camarilla DeMark
R4 84.02 84.02 84.02
R3 84.02 84.02 84.02
R2 84.02 84.02 84.02
R1 84.02 84.02 84.02 84.02
PP 84.02 84.02 84.02 84.02
S1 84.02 84.02 84.02 84.02
S2 84.02 84.02 84.02
S3 84.02 84.02 84.02
S4 84.02 84.02 84.02
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 84.02 80.08 3.94 4.7% 0.04 0.0% 100% True False 235
10 84.02 78.35 5.67 6.7% 0.11 0.1% 100% True False 711
20 84.02 74.41 9.61 11.4% 0.12 0.1% 100% True False 577
40 84.02 69.56 14.46 17.2% 0.10 0.1% 100% True False 590
Crabel Price Patterns
NR False
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 False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 84.02
2.618 84.02
1.618 84.02
1.000 84.02
0.618 84.02
HIGH 84.02
0.618 84.02
0.500 84.02
0.382 84.02
LOW 84.02
0.618 84.02
1.000 84.02
1.618 84.02
2.618 84.02
4.250 84.02
Fisher Pivots for day following 25-Oct-2007
Pivot 1 day 3 day
R1 84.02 83.43
PP 84.02 82.83
S1 84.02 82.24

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

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