NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 19-Sep-2007

Day Change Summary
	Previous	Current
	18-Sep-2007	19-Sep-2007	Change	Change %	Previous Week
Open	74.50	74.60	0.10	0.1%	71.45
High	74.50	74.60	0.10	0.1%	73.89
Low	74.50	74.50	0.00	0.0%	71.45
Close	74.50	75.28	0.78	1.0%	73.42
Range	0.00	0.10	0.10		2.44
ATR	0.50	0.47	-0.03	-5.7%	0.00
Volume	661	10,415	9,754	1,475.6%	2,590

Daily Pivots for day following 19-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	75.09	75.29	75.34
R3	74.99	75.19	75.31
R2	74.89	74.89	75.30
R1	75.09	75.09	75.29	74.99
PP	74.79	74.79	74.79	74.75
S1	74.99	74.99	75.27	74.89
S2	74.69	74.69	75.26
S3	74.59	74.89	75.25
S4	74.49	74.79	75.23

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	74.60	73.60	1.00	1.3%	0.03	0.0%	168%	True	False	2,492
10	74.60	71.11	3.49	4.6%	0.04	0.0%	119%	True	False	1,567

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	75.03
2.618	74.86
1.618	74.76
1.000	74.70
0.618	74.66
HIGH	74.60
0.618	74.56
0.500	74.55
0.382	74.54
LOW	74.50
0.618	74.44
1.000	74.40
1.618	74.34
2.618	74.24
4.250	74.08

Fisher Pivots for day following 19-Sep-2007
Pivot	1 day	3 day
R1	75.04	74.98
PP	74.79	74.68
S1	74.55	74.39

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