NYMEX Light Sweet Crude Oil Future August 2008

Trading Metrics calculated at close of trading on 08-Nov-2007

Day Change Summary
	Previous	Current
	07-Nov-2007	08-Nov-2007	Change	Change %	Previous Week
Open	90.18	90.85	0.67	0.7%	87.40
High	90.18	90.85	0.67	0.7%	88.62
Low	90.18	89.54	-0.64	-0.7%	84.86
Close	90.18	89.81	-0.37	-0.4%	88.62
Range	0.00	1.31	1.31		3.76
ATR	1.17	1.18	0.01	0.9%	0.00
Volume	479	1,679	1,200	250.5%	11,061

Daily Pivots for day following 08-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	94.00	93.21	90.53
R3	92.69	91.90	90.17
R2	91.38	91.38	90.05
R1	90.59	90.59	89.93	90.33
PP	90.07	90.07	90.07	89.94
S1	89.28	89.28	89.69	89.02
S2	88.76	88.76	89.57
S3	87.45	87.97	89.45
S4	86.14	86.66	89.09

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	98.65	97.39	90.69
R3	94.89	93.63	89.65
R2	91.13	91.13	89.31
R1	89.87	89.87	88.96	90.50
PP	87.37	87.37	87.37	87.68
S1	86.11	86.11	88.28	86.74
S2	83.61	83.61	87.93
S3	79.85	82.35	87.59
S4	76.09	78.59	86.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.85	87.46	3.39	3.8%	0.26	0.3%	69%	True	False	1,452
10	90.85	84.86	5.99	6.7%	0.13	0.1%	83%	True	False	1,504
20	90.85	78.35	12.50	13.9%	0.12	0.1%	92%	True	False	1,107
40	90.85	73.90	16.95	18.9%	0.12	0.1%	94%	True	False	845

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	96.42
2.618	94.28
1.618	92.97
1.000	92.16
0.618	91.66
HIGH	90.85
0.618	90.35
0.500	90.20
0.382	90.04
LOW	89.54
0.618	88.73
1.000	88.23
1.618	87.42
2.618	86.11
4.250	83.97

Fisher Pivots for day following 08-Nov-2007
Pivot	1 day	3 day
R1	90.20	90.20
PP	90.07	90.07
S1	89.94	89.94

Download as Excel Spreadsheet

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

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