NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 89.77 90.10 0.33 0.4% 84.93
High 89.91 90.50 0.59 0.7% 89.34
Low 88.01 89.44 1.43 1.6% 84.70
Close 89.72 90.15 0.43 0.5% 89.14
Range 1.90 1.06 -0.84 -44.2% 4.64
ATR 1.74 1.69 -0.05 -2.8% 0.00
Volume 4,038 1,662 -2,376 -58.8% 11,261
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.21 92.74 90.73
R3 92.15 91.68 90.44
R2 91.09 91.09 90.34
R1 90.62 90.62 90.25 90.86
PP 90.03 90.03 90.03 90.15
S1 89.56 89.56 90.05 89.80
S2 88.97 88.97 89.96
S3 87.91 88.50 89.86
S4 86.85 87.44 89.57
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.65 100.03 91.69
R3 97.01 95.39 90.42
R2 92.37 92.37 89.99
R1 90.75 90.75 89.57 91.56
PP 87.73 87.73 87.73 88.13
S1 86.11 86.11 88.71 86.92
S2 83.09 83.09 88.29
S3 78.45 81.47 87.86
S4 73.81 76.83 86.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.50 85.11 5.39 6.0% 1.29 1.4% 94% True False 2,794
10 91.30 84.70 6.60 7.3% 1.51 1.7% 83% False False 2,050
20 96.00 84.70 11.30 12.5% 1.18 1.3% 48% False False 1,943
40 96.00 84.34 11.66 12.9% 1.25 1.4% 50% False False 1,919
60 96.00 84.34 11.66 12.9% 1.02 1.1% 50% False False 1,771
80 96.00 74.47 21.53 23.9% 0.83 0.9% 73% False False 1,645
100 96.00 71.11 24.89 27.6% 0.67 0.7% 76% False False 1,574
Crabel Price Patterns
NR True
NR4 True
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 0.13
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.01
2.618 93.28
1.618 92.22
1.000 91.56
0.618 91.16
HIGH 90.50
0.618 90.10
0.500 89.97
0.382 89.84
LOW 89.44
0.618 88.78
1.000 88.38
1.618 87.72
2.618 86.66
4.250 84.94
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 90.09 89.85
PP 90.03 89.55
S1 89.97 89.26

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

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