NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 91.30 88.72 -2.58 -2.8% 93.90
High 91.30 88.94 -2.36 -2.6% 94.50
Low 89.00 87.71 -1.29 -1.4% 89.70
Close 89.74 88.52 -1.22 -1.4% 89.88
Range 2.30 1.23 -1.07 -46.5% 4.80
ATR 1.53 1.56 0.04 2.4% 0.00
Volume 546 1,001 455 83.3% 8,710
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 92.08 91.53 89.20
R3 90.85 90.30 88.86
R2 89.62 89.62 88.75
R1 89.07 89.07 88.63 88.73
PP 88.39 88.39 88.39 88.22
S1 87.84 87.84 88.41 87.50
S2 87.16 87.16 88.29
S3 85.93 86.61 88.18
S4 84.70 85.38 87.84
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 105.76 102.62 92.52
R3 100.96 97.82 91.20
R2 96.16 96.16 90.76
R1 93.02 93.02 90.32 92.19
PP 91.36 91.36 91.36 90.95
S1 88.22 88.22 89.44 87.39
S2 86.56 86.56 89.00
S3 81.76 83.42 88.56
S4 76.96 78.62 87.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.32 87.71 3.61 4.1% 1.13 1.3% 22% False True 1,489
10 96.00 87.71 8.29 9.4% 0.97 1.1% 10% False True 1,678
20 96.00 87.71 8.29 9.4% 0.95 1.1% 10% False True 1,770
40 96.00 84.34 11.66 13.2% 1.05 1.2% 36% False False 1,677
60 96.00 79.86 16.14 18.2% 0.86 1.0% 54% False False 1,667
80 96.00 74.47 21.53 24.3% 0.69 0.8% 65% False False 1,474
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 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.17
2.618 92.16
1.618 90.93
1.000 90.17
0.618 89.70
HIGH 88.94
0.618 88.47
0.500 88.33
0.382 88.18
LOW 87.71
0.618 86.95
1.000 86.48
1.618 85.72
2.618 84.49
4.250 82.48
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 88.46 89.52
PP 88.39 89.18
S1 88.33 88.85

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

View Archives - Comment on this page... - Back to Index of Symbols