NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 88.80 84.93 -3.87 -4.4% 92.50
High 89.82 85.13 -4.69 -5.2% 93.02
Low 84.19 77.09 -7.10 -8.4% 77.09
Close 86.59 77.70 -8.89 -10.3% 77.70
Range 5.63 8.04 2.41 42.8% 15.93
ATR 5.89 6.15 0.26 4.4% 0.00
Volume 339,344 248,211 -91,133 -26.9% 1,451,443
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 104.09 98.94 82.12
R3 96.05 90.90 79.91
R2 88.01 88.01 79.17
R1 82.86 82.86 78.44 81.42
PP 79.97 79.97 79.97 79.25
S1 74.82 74.82 76.96 73.38
S2 71.93 71.93 76.23
S3 63.89 66.78 75.49
S4 55.85 58.74 73.28
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 130.39 119.98 86.46
R3 114.46 104.05 82.08
R2 98.53 98.53 80.62
R1 88.12 88.12 79.16 85.36
PP 82.60 82.60 82.60 81.23
S1 72.19 72.19 76.24 69.43
S2 66.67 66.67 74.78
S3 50.74 56.26 73.32
S4 34.81 40.33 68.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.02 77.09 15.93 20.5% 5.78 7.4% 4% False True 290,288
10 106.91 77.09 29.82 38.4% 6.83 8.8% 2% False True 262,472
20 110.45 77.09 33.36 42.9% 6.40 8.2% 2% False True 250,043
40 122.43 77.09 45.34 58.4% 5.51 7.1% 1% False True 162,632
60 138.34 77.09 61.25 78.8% 5.15 6.6% 1% False True 119,112
80 148.47 77.09 71.38 91.9% 4.98 6.4% 1% False True 93,361
100 148.47 77.09 71.38 91.9% 4.91 6.3% 1% False True 77,657
120 148.47 77.09 71.38 91.9% 4.48 5.8% 1% False True 65,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.08
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119.30
2.618 106.18
1.618 98.14
1.000 93.17
0.618 90.10
HIGH 85.13
0.618 82.06
0.500 81.11
0.382 80.16
LOW 77.09
0.618 72.12
1.000 69.05
1.618 64.08
2.618 56.04
4.250 42.92
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 81.11 84.04
PP 79.97 81.93
S1 78.84 79.81

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

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