NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 17-Sep-2007

Day Change Summary
	Previous	Current
	14-Sep-2007	17-Sep-2007	Change	Change %	Previous Week
Open	73.65	74.17	0.52	0.7%	71.45
High	73.65	74.17	0.52	0.7%	73.89
Low	73.60	74.17	0.57	0.8%	71.45
Close	73.42	74.17	0.75	1.0%	73.42
Range	0.05	0.00	-0.05	-100.0%	2.44
ATR	0.50	0.51	0.02	3.6%	0.00
Volume	623	15	-608	-97.6%	2,590

Daily Pivots for day following 17-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	74.17	74.17	74.17
R3	74.17	74.17	74.17
R2	74.17	74.17	74.17
R1	74.17	74.17	74.17	74.17
PP	74.17	74.17	74.17	74.17
S1	74.17	74.17	74.17	74.17
S2	74.17	74.17	74.17
S3	74.17	74.17	74.17
S4	74.17	74.17	74.17

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	74.17	72.81	1.36	1.8%	0.01	0.0%	100%	True	False	475
10	74.17	70.23	3.94	5.3%	0.10	0.1%	100%	True	False	562

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	0.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	74.17
2.618	74.17
1.618	74.17
1.000	74.17
0.618	74.17
HIGH	74.17
0.618	74.17
0.500	74.17
0.382	74.17
LOW	74.17
0.618	74.17
1.000	74.17
1.618	74.17
2.618	74.17
4.250	74.17

Fisher Pivots for day following 17-Sep-2007
Pivot	1 day	3 day
R1	74.17	74.08
PP	74.17	73.98
S1	74.17	73.89

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