NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 14-Sep-2007
Day Change Summary
Previous Current
13-Sep-2007 14-Sep-2007 Change Change % Previous Week
Open 73.60 73.65 0.05 0.1% 71.45
High 73.60 73.65 0.05 0.1% 73.89
Low 73.60 73.60 0.00 0.0% 71.45
Close 73.60 73.42 -0.18 -0.2% 73.42
Range 0.00 0.05 0.05 2.44
ATR 0.53 0.50 -0.03 -6.5% 0.00
Volume 746 623 -123 -16.5% 2,590
Daily Pivots for day following 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 73.71 73.61 73.45
R3 73.66 73.56 73.43
R2 73.61 73.61 73.43
R1 73.51 73.51 73.42 73.54
PP 73.56 73.56 73.56 73.57
S1 73.46 73.46 73.42 73.49
S2 73.51 73.51 73.41
S3 73.46 73.41 73.41
S4 73.41 73.36 73.39
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 80.24 79.27 74.76
R3 77.80 76.83 74.09
R2 75.36 75.36 73.87
R1 74.39 74.39 73.64 74.88
PP 72.92 72.92 72.92 73.16
S1 71.95 71.95 73.20 72.44
S2 70.48 70.48 72.97
S3 68.04 69.51 72.75
S4 65.60 67.07 72.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.89 71.45 2.44 3.3% 0.01 0.0% 81% False False 518
10 73.89 69.60 4.29 5.8% 0.15 0.2% 89% False False 591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 73.86
2.618 73.78
1.618 73.73
1.000 73.70
0.618 73.68
HIGH 73.65
0.618 73.63
0.500 73.63
0.382 73.62
LOW 73.60
0.618 73.57
1.000 73.55
1.618 73.52
2.618 73.47
4.250 73.39
Fisher Pivots for day following 14-Sep-2007
Pivot 1 day 3 day
R1 73.63 73.75
PP 73.56 73.64
S1 73.49 73.53

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

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