NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 08-Jan-2008
Day Change Summary
Previous Current
07-Jan-2008 08-Jan-2008 Change Change % Previous Week
Open 95.59 94.64 -0.95 -1.0% 93.15
High 95.59 94.85 -0.74 -0.8% 96.35
Low 92.85 94.39 1.54 1.7% 92.20
Close 93.03 93.89 0.86 0.9% 95.59
Range 2.74 0.46 -2.28 -83.2% 4.15
ATR 1.59 1.61 0.02 1.0% 0.00
Volume 1,655 1,175 -480 -29.0% 8,374
Daily Pivots for day following 08-Jan-2008
Classic Woodie Camarilla DeMark
R4 95.76 95.28 94.14
R3 95.30 94.82 94.02
R2 94.84 94.84 93.97
R1 94.36 94.36 93.93 94.37
PP 94.38 94.38 94.38 94.38
S1 93.90 93.90 93.85 93.91
S2 93.92 93.92 93.81
S3 93.46 93.44 93.76
S4 93.00 92.98 93.64
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 107.16 105.53 97.87
R3 103.01 101.38 96.73
R2 98.86 98.86 96.35
R1 97.23 97.23 95.97 98.05
PP 94.71 94.71 94.71 95.12
S1 93.08 93.08 95.21 93.90
S2 90.56 90.56 94.83
S3 86.41 88.93 94.45
S4 82.26 84.78 93.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.35 92.85 3.50 3.7% 1.21 1.3% 30% False False 2,024
10 96.35 90.20 6.15 6.6% 0.91 1.0% 60% False False 1,907
20 96.35 85.90 10.45 11.1% 1.14 1.2% 76% False False 1,575
40 96.35 85.59 10.76 11.5% 1.12 1.2% 77% False False 1,315
60 96.35 78.35 18.00 19.2% 0.79 0.8% 86% False False 1,246
80 96.35 73.90 22.45 23.9% 0.62 0.7% 89% False False 1,080
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.81
2.618 96.05
1.618 95.59
1.000 95.31
0.618 95.13
HIGH 94.85
0.618 94.67
0.500 94.62
0.382 94.57
LOW 94.39
0.618 94.11
1.000 93.93
1.618 93.65
2.618 93.19
4.250 92.44
Fisher Pivots for day following 08-Jan-2008
Pivot 1 day 3 day
R1 94.62 94.22
PP 94.38 94.11
S1 94.13 94.00

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

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