NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 88.96 89.56 0.60 0.7% 106.89
High 93.02 90.99 -2.03 -2.2% 106.91
Low 87.87 86.05 -1.82 -2.1% 91.30
Close 90.06 88.95 -1.11 -1.2% 93.88
Range 5.15 4.94 -0.21 -4.1% 15.61
ATR 5.99 5.91 -0.07 -1.2% 0.00
Volume 281,987 342,917 60,930 21.6% 1,173,281
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 103.48 101.16 91.67
R3 98.54 96.22 90.31
R2 93.60 93.60 89.86
R1 91.28 91.28 89.40 89.97
PP 88.66 88.66 88.66 88.01
S1 86.34 86.34 88.50 85.03
S2 83.72 83.72 88.04
S3 78.78 81.40 87.59
S4 73.84 76.46 86.23
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 144.19 134.65 102.47
R3 128.58 119.04 98.17
R2 112.97 112.97 96.74
R1 103.43 103.43 95.31 100.40
PP 97.36 97.36 97.36 95.85
S1 87.82 87.82 92.45 84.79
S2 81.75 81.75 91.02
S3 66.14 72.21 89.59
S4 50.53 56.60 85.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.37 86.05 14.32 16.1% 5.35 6.0% 20% False True 273,490
10 108.67 86.05 22.62 25.4% 6.39 7.2% 13% False True 251,574
20 110.45 86.05 24.40 27.4% 6.05 6.8% 12% False True 235,187
40 122.43 86.05 36.38 40.9% 5.36 6.0% 8% False True 150,106
60 147.81 86.05 61.76 69.4% 5.20 5.8% 5% False True 109,927
80 148.47 86.05 62.42 70.2% 4.88 5.5% 5% False True 86,354
100 148.47 86.05 62.42 70.2% 4.82 5.4% 5% False True 71,876
120 148.47 86.05 62.42 70.2% 4.38 4.9% 5% False True 60,597
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 1.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.99
2.618 103.92
1.618 98.98
1.000 95.93
0.618 94.04
HIGH 90.99
0.618 89.10
0.500 88.52
0.382 87.94
LOW 86.05
0.618 83.00
1.000 81.11
1.618 78.06
2.618 73.12
4.250 65.06
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 88.81 89.54
PP 88.66 89.34
S1 88.52 89.15

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

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