NYMEX Light Sweet Crude Oil Future August 2008

Trading Metrics calculated at close of trading on 01-Feb-2008

Day Change Summary
	Previous	Current
	31-Jan-2008	01-Feb-2008	Change	Change %	Previous Week
Open	89.72	90.04	0.32	0.4%	88.23
High	91.26	90.34	-0.92	-1.0%	91.26
Low	88.87	88.20	-0.67	-0.8%	88.15
Close	90.89	88.50	-2.39	-2.6%	88.50
Range	2.39	2.14	-0.25	-10.5%	3.11
ATR	1.88	1.94	0.06	3.1%	0.00
Volume	1,384	1,044	-340	-24.6%	21,464

Daily Pivots for day following 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	95.43	94.11	89.68
R3	93.29	91.97	89.09
R2	91.15	91.15	88.89
R1	89.83	89.83	88.70	89.42
PP	89.01	89.01	89.01	88.81
S1	87.69	87.69	88.30	87.28
S2	86.87	86.87	88.11
S3	84.73	85.55	87.91
S4	82.59	83.41	87.32

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	98.63	96.68	90.21
R3	95.52	93.57	89.36
R2	92.41	92.41	89.07
R1	90.46	90.46	88.79	91.44
PP	89.30	89.30	89.30	89.79
S1	87.35	87.35	88.21	88.33
S2	86.19	86.19	87.93
S3	83.08	84.24	87.64
S4	79.97	81.13	86.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.26	88.15	3.11	3.5%	1.76	2.0%	11%	False	False	4,292
10	91.26	84.33	6.93	7.8%	1.90	2.1%	60%	False	False	4,072
20	95.59	84.33	11.26	12.7%	1.69	1.9%	37%	False	False	3,088
40	96.35	84.33	12.02	13.6%	1.44	1.6%	35%	False	False	2,420
60	96.35	84.33	12.02	13.6%	1.27	1.4%	35%	False	False	1,877
80	96.35	75.50	20.85	23.6%	0.97	1.1%	62%	False	False	1,663
100	96.35	72.10	24.25	27.4%	0.80	0.9%	68%	False	False	1,447

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.44
2.618	95.94
1.618	93.80
1.000	92.48
0.618	91.66
HIGH	90.34
0.618	89.52
0.500	89.27
0.382	89.02
LOW	88.20
0.618	86.88
1.000	86.06
1.618	84.74
2.618	82.60
4.250	79.11

Fisher Pivots for day following 01-Feb-2008
Pivot	1 day	3 day
R1	89.27	89.73
PP	89.01	89.32
S1	88.76	88.91

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