NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 14-Nov-2007
Day Change Summary
Previous Current
13-Nov-2007 14-Nov-2007 Change Change % Previous Week
Open 85.24 87.00 1.76 2.1% 86.42
High 85.24 87.00 1.76 2.1% 90.12
Low 85.24 85.50 0.26 0.3% 86.40
Close 85.24 87.00 1.76 2.1% 89.46
Range 0.00 1.50 1.50 3.72
ATR 1.13 1.18 0.04 3.9% 0.00
Volume 455 439 -16 -3.5% 10,580
Daily Pivots for day following 14-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.00 90.50 87.83
R3 89.50 89.00 87.41
R2 88.00 88.00 87.28
R1 87.50 87.50 87.14 87.75
PP 86.50 86.50 86.50 86.63
S1 86.00 86.00 86.86 86.25
S2 85.00 85.00 86.73
S3 83.50 84.50 86.59
S4 82.00 83.00 86.18
Weekly Pivots for week ending 09-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.82 98.36 91.51
R3 96.10 94.64 90.48
R2 92.38 92.38 90.14
R1 90.92 90.92 89.80 91.65
PP 88.66 88.66 88.66 89.03
S1 87.20 87.20 89.12 87.93
S2 84.94 84.94 88.78
S3 81.22 83.48 88.44
S4 77.50 79.76 87.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.12 85.24 4.88 5.6% 0.81 0.9% 36% False False 1,352
10 90.12 85.24 4.88 5.6% 0.71 0.8% 36% False False 1,910
20 90.12 79.86 10.26 11.8% 0.49 0.6% 70% False False 1,872
40 90.12 74.47 15.65 18.0% 0.32 0.4% 80% False False 1,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.38
2.618 90.93
1.618 89.43
1.000 88.50
0.618 87.93
HIGH 87.00
0.618 86.43
0.500 86.25
0.382 86.07
LOW 85.50
0.618 84.57
1.000 84.00
1.618 83.07
2.618 81.57
4.250 79.13
Fisher Pivots for day following 14-Nov-2007
Pivot 1 day 3 day
R1 86.75 87.32
PP 86.50 87.21
S1 86.25 87.11

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

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