NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 30-Jan-2008

Day Change Summary
	Previous	Current
	29-Jan-2008	30-Jan-2008	Change	Change %	Previous Week
Open	90.10	90.20	0.10	0.1%	84.93
High	90.50	90.69	0.19	0.2%	89.34
Low	89.44	89.90	0.46	0.5%	84.70
Close	90.15	90.86	0.71	0.8%	89.14
Range	1.06	0.79	-0.27	-25.5%	4.64
ATR	1.69	1.63	-0.06	-3.8%	0.00
Volume	1,662	1,662	0	0.0%	11,261

Daily Pivots for day following 30-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	92.85	92.65	91.29
R3	92.06	91.86	91.08
R2	91.27	91.27	91.00
R1	91.07	91.07	90.93	91.17
PP	90.48	90.48	90.48	90.54
S1	90.28	90.28	90.79	90.38
S2	89.69	89.69	90.72
S3	88.90	89.49	90.64
S4	88.11	88.70	90.43

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	90.69	85.68	5.01	5.5%	1.28	1.4%	103%	True	False	2,655
10	90.69	84.70	5.99	6.6%	1.36	1.5%	103%	True	False	2,162
20	96.00	84.70	11.30	12.4%	1.18	1.3%	55%	False	False	1,903
40	96.00	84.34	11.66	12.8%	1.25	1.4%	56%	False	False	1,951
60	96.00	84.34	11.66	12.8%	1.03	1.1%	56%	False	False	1,746
80	96.00	75.25	20.75	22.8%	0.83	0.9%	75%	False	False	1,660
100	96.00	71.25	24.75	27.2%	0.68	0.8%	79%	False	False	1,572

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.16
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	94.05
2.618	92.76
1.618	91.97
1.000	91.48
0.618	91.18
HIGH	90.69
0.618	90.39
0.500	90.30
0.382	90.20
LOW	89.90
0.618	89.41
1.000	89.11
1.618	88.62
2.618	87.83
4.250	86.54

Fisher Pivots for day following 30-Jan-2008
Pivot	1 day	3 day
R1	90.67	90.36
PP	90.48	89.85
S1	90.30	89.35

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