NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 74.78 74.57 -0.21 -0.3% 77.10
High 74.78 74.82 0.04 0.1% 77.13
Low 74.78 74.54 -0.24 -0.3% 74.80
Close 74.73 74.65 -0.08 -0.1% 75.85
Range 0.00 0.28 0.28 2.33
ATR 0.57 0.55 -0.02 -3.6% 0.00
Volume 934 540 -394 -42.2% 3,671
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 75.51 75.36 74.80
R3 75.23 75.08 74.73
R2 74.95 74.95 74.70
R1 74.80 74.80 74.68 74.88
PP 74.67 74.67 74.67 74.71
S1 74.52 74.52 74.62 74.60
S2 74.39 74.39 74.60
S3 74.11 74.24 74.57
S4 73.83 73.96 74.50
Weekly Pivots for week ending 28-Sep-2007
Classic Woodie Camarilla DeMark
R4 82.92 81.71 77.13
R3 80.59 79.38 76.49
R2 78.26 78.26 76.28
R1 77.05 77.05 76.06 76.49
PP 75.93 75.93 75.93 75.65
S1 74.72 74.72 75.64 74.16
S2 73.60 73.60 75.42
S3 71.27 72.39 75.21
S4 68.94 70.06 74.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.50 74.54 1.96 2.6% 0.17 0.2% 6% False True 721
10 77.13 74.54 2.59 3.5% 0.10 0.1% 4% False True 1,012
20 77.13 71.11 6.02 8.1% 0.07 0.1% 59% False False 1,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.01
2.618 75.55
1.618 75.27
1.000 75.10
0.618 74.99
HIGH 74.82
0.618 74.71
0.500 74.68
0.382 74.65
LOW 74.54
0.618 74.37
1.000 74.26
1.618 74.09
2.618 73.81
4.250 73.35
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 74.68 74.68
PP 74.67 74.67
S1 74.66 74.66

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

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