NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 99.45 94.11 -5.34 -5.4% 108.37
High 101.30 94.34 -6.96 -6.9% 110.60
Low 93.89 90.42 -3.47 -3.7% 100.08
Close 95.69 91.02 -4.67 -4.9% 101.25
Range 7.41 3.92 -3.49 -47.1% 10.52
ATR 4.78 4.82 0.03 0.7% 0.00
Volume 139,291 171,391 32,100 23.0% 514,703
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 103.69 101.27 93.18
R3 99.77 97.35 92.10
R2 95.85 95.85 91.74
R1 93.43 93.43 91.38 92.68
PP 91.93 91.93 91.93 91.55
S1 89.51 89.51 90.66 88.76
S2 88.01 88.01 90.30
S3 84.09 85.59 89.94
S4 80.17 81.67 88.86
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 135.54 128.91 107.04
R3 125.02 118.39 104.14
R2 114.50 114.50 103.18
R1 107.87 107.87 102.21 105.93
PP 103.98 103.98 103.98 103.00
S1 97.35 97.35 100.29 95.41
S2 93.46 93.46 99.32
S3 82.94 86.83 98.36
S4 72.42 76.31 95.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.00 90.42 14.58 16.0% 4.28 4.7% 4% False True 150,460
10 117.58 90.42 27.16 29.8% 4.84 5.3% 2% False True 116,132
20 122.43 90.42 32.01 35.2% 4.80 5.3% 2% False True 85,899
40 133.79 90.42 43.37 47.6% 4.52 5.0% 1% False True 60,360
60 148.47 90.42 58.05 63.8% 4.53 5.0% 1% False True 45,796
80 148.47 90.42 58.05 63.8% 4.53 5.0% 1% False True 38,093
100 148.47 90.42 58.05 63.8% 4.17 4.6% 1% False True 31,593
120 148.47 90.42 58.05 63.8% 3.68 4.0% 1% False True 26,699
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 0.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.00
2.618 104.60
1.618 100.68
1.000 98.26
0.618 96.76
HIGH 94.34
0.618 92.84
0.500 92.38
0.382 91.92
LOW 90.42
0.618 88.00
1.000 86.50
1.618 84.08
2.618 80.16
4.250 73.76
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 92.38 96.66
PP 91.93 94.78
S1 91.47 92.90

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

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