NYMEX Light Sweet Crude Oil Future August 2008

Trading Metrics calculated at close of trading on 14-Nov-2007

Day Change Summary
	Previous	Current
	13-Nov-2007	14-Nov-2007	Change	Change %	Previous Week
Open	85.77	86.16	0.39	0.5%	87.46
High	85.77	87.56	1.79	2.1%	90.85
Low	85.77	86.15	0.38	0.4%	87.46
Close	85.77	87.56	1.79	2.1%	90.13
Range	0.00	1.41	1.41		3.39
ATR	1.27	1.30	0.04	3.0%	0.00
Volume	179	664	485	270.9%	5,181

Daily Pivots for day following 14-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	91.32	90.85	88.34
R3	89.91	89.44	87.95
R2	88.50	88.50	87.82
R1	88.03	88.03	87.69	88.27
PP	87.09	87.09	87.09	87.21
S1	86.62	86.62	87.43	86.86
S2	85.68	85.68	87.30
S3	84.27	85.21	87.17
S4	82.86	83.80	86.78

Weekly Pivots for week ending 09-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	99.65	98.28	91.99
R3	96.26	94.89	91.06
R2	92.87	92.87	90.75
R1	91.50	91.50	90.44	92.19
PP	89.48	89.48	89.48	89.82
S1	88.11	88.11	89.82	88.80
S2	86.09	86.09	89.51
S3	82.70	84.72	89.20
S4	79.31	81.33	88.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.85	85.77	5.08	5.8%	0.57	0.7%	35%	False	False	983
10	90.85	85.77	5.08	5.8%	0.29	0.3%	35%	False	False	1,139
20	90.85	80.08	10.77	12.3%	0.19	0.2%	69%	False	False	1,202
40	90.85	74.41	16.44	18.8%	0.16	0.2%	80%	False	False	842

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 58 trading days

Fibonacci Retracements and Extensions
4.250	93.55
2.618	91.25
1.618	89.84
1.000	88.97
0.618	88.43
HIGH	87.56
0.618	87.02
0.500	86.86
0.382	86.69
LOW	86.15
0.618	85.28
1.000	84.74
1.618	83.87
2.618	82.46
4.250	80.16

Fisher Pivots for day following 14-Nov-2007
Pivot	1 day	3 day
R1	87.33	87.41
PP	87.09	87.26
S1	86.86	87.11

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