NYMEX Light Sweet Crude Oil Future August 2008

Trading Metrics calculated at close of trading on 26-Nov-2007

Day Change Summary
	Previous	Current
	23-Nov-2007	26-Nov-2007	Change	Change %	Previous Week
Open	91.32	91.75	0.43	0.5%	88.54
High	91.85	91.77	-0.08	-0.1%	92.10
Low	91.32	90.97	-0.35	-0.4%	86.01
Close	92.15	91.77	-0.38	-0.4%	92.15
Range	0.53	0.80	0.27	50.9%	6.09
ATR	1.45	1.43	-0.02	-1.3%	0.00
Volume	514	119	-395	-76.8%	3,100

Daily Pivots for day following 26-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	93.90	93.64	92.21
R3	93.10	92.84	91.99
R2	92.30	92.30	91.92
R1	92.04	92.04	91.84	92.17
PP	91.50	91.50	91.50	91.57
S1	91.24	91.24	91.70	91.37
S2	90.70	90.70	91.62
S3	89.90	90.44	91.55
S4	89.10	89.64	91.33

Weekly Pivots for week ending 23-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	108.36	106.34	95.50
R3	102.27	100.25	93.82
R2	96.18	96.18	93.27
R1	94.16	94.16	92.71	95.17
PP	90.09	90.09	90.09	90.59
S1	88.07	88.07	91.59	89.08
S2	84.00	84.00	91.03
S3	77.91	81.98	90.48
S4	71.82	75.89	88.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.10	86.01	6.09	6.6%	1.64	1.8%	95%	False	False	643
10	92.10	85.77	6.33	6.9%	0.98	1.1%	95%	False	False	522
20	92.10	84.86	7.24	7.9%	0.55	0.6%	95%	False	False	1,073
40	92.10	74.41	17.69	19.3%	0.34	0.4%	98%	False	False	828
60	92.10	70.16	21.94	23.9%	0.25	0.3%	98%	False	False	764

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	0.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.17
2.618	93.86
1.618	93.06
1.000	92.57
0.618	92.26
HIGH	91.77
0.618	91.46
0.500	91.37
0.382	91.28
LOW	90.97
0.618	90.48
1.000	90.17
1.618	89.68
2.618	88.88
4.250	87.57

Fisher Pivots for day following 26-Nov-2007
Pivot	1 day	3 day
R1	91.64	91.61
PP	91.50	91.44
S1	91.37	91.28

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