NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 96.84 97.60 0.76 0.8% 100.00
High 101.86 103.09 1.23 1.2% 103.09
Low 95.41 97.10 1.69 1.8% 90.66
Close 97.60 102.54 4.94 5.1% 102.54
Range 6.45 5.99 -0.46 -7.1% 12.43
ATR 4.99 5.06 0.07 1.4% 0.00
Volume 121,310 109,851 -11,459 -9.4% 529,628
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.88 116.70 105.83
R3 112.89 110.71 104.19
R2 106.90 106.90 103.64
R1 104.72 104.72 103.09 105.81
PP 100.91 100.91 100.91 101.46
S1 98.73 98.73 101.99 99.82
S2 94.92 94.92 101.44
S3 88.93 92.74 100.89
S4 82.94 86.75 99.25
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 136.05 131.73 109.38
R3 123.62 119.30 105.96
R2 111.19 111.19 104.82
R1 106.87 106.87 103.68 109.03
PP 98.76 98.76 98.76 99.85
S1 94.44 94.44 101.40 96.60
S2 86.33 86.33 100.26
S3 73.90 82.01 99.12
S4 61.47 69.58 95.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.09 90.66 12.43 12.1% 5.77 5.6% 96% True False 105,925
10 110.98 90.66 20.32 19.8% 4.93 4.8% 58% False False 87,298
20 122.78 90.66 32.12 31.3% 4.99 4.9% 37% False False 69,599
40 129.58 90.66 38.92 38.0% 4.68 4.6% 31% False False 58,817
60 148.60 90.66 57.94 56.5% 4.67 4.6% 21% False False 51,554
80 148.60 90.66 57.94 56.5% 4.73 4.6% 21% False False 48,243
100 148.60 90.66 57.94 56.5% 4.58 4.5% 21% False False 46,327
120 148.60 90.66 57.94 56.5% 4.24 4.1% 21% False False 41,906
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 1.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128.55
2.618 118.77
1.618 112.78
1.000 109.08
0.618 106.79
HIGH 103.09
0.618 100.80
0.500 100.10
0.382 99.39
LOW 97.10
0.618 93.40
1.000 91.11
1.618 87.41
2.618 81.42
4.250 71.64
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 101.73 100.75
PP 100.91 98.96
S1 100.10 97.17

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

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