NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 87.00 86.09 -0.91 -1.0% 90.25
High 87.70 86.70 -1.00 -1.1% 91.90
Low 84.33 85.15 0.82 1.0% 87.69
Close 87.47 85.42 -2.05 -2.3% 88.23
Range 3.37 1.55 -1.82 -54.0% 4.21
ATR 1.86 1.89 0.03 1.8% 0.00
Volume 4,135 4,349 214 5.2% 12,189
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 90.41 89.46 86.27
R3 88.86 87.91 85.85
R2 87.31 87.31 85.70
R1 86.36 86.36 85.56 86.06
PP 85.76 85.76 85.76 85.61
S1 84.81 84.81 85.28 84.51
S2 84.21 84.21 85.14
S3 82.66 83.26 84.99
S4 81.11 81.71 84.57
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.90 99.28 90.55
R3 97.69 95.07 89.39
R2 93.48 93.48 89.00
R1 90.86 90.86 88.62 90.07
PP 89.27 89.27 89.27 88.88
S1 86.65 86.65 87.84 85.86
S2 85.06 85.06 87.46
S3 80.85 82.44 87.07
S4 76.64 78.23 85.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.49 84.33 5.16 6.0% 1.95 2.3% 21% False False 3,188
10 94.72 84.33 10.39 12.2% 1.74 2.0% 10% False False 2,759
20 96.35 84.33 12.02 14.1% 1.33 1.6% 9% False False 2,333
40 96.35 84.33 12.02 14.1% 1.33 1.6% 9% False False 1,822
60 96.35 84.33 12.02 14.1% 1.06 1.2% 9% False False 1,587
80 96.35 74.41 21.94 25.7% 0.82 1.0% 50% False False 1,335
100 96.35 69.56 26.79 31.4% 0.68 0.8% 59% False False 1,188
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.29
2.618 90.76
1.618 89.21
1.000 88.25
0.618 87.66
HIGH 86.70
0.618 86.11
0.500 85.93
0.382 85.74
LOW 85.15
0.618 84.19
1.000 83.60
1.618 82.64
2.618 81.09
4.250 78.56
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 85.93 86.68
PP 85.76 86.26
S1 85.59 85.84

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

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