NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 91.72 87.58 -4.14 -4.5% 105.98
High 91.72 91.45 -0.27 -0.3% 105.98
Low 86.49 86.40 -0.09 -0.1% 90.55
Close 86.71 88.71 2.00 2.3% 93.01
Range 5.23 5.05 -0.18 -3.4% 15.43
ATR 5.97 5.90 -0.07 -1.1% 0.00
Volume 108,538 138,776 30,238 27.9% 551,934
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 104.00 101.41 91.49
R3 98.95 96.36 90.10
R2 93.90 93.90 89.64
R1 91.31 91.31 89.17 92.61
PP 88.85 88.85 88.85 89.50
S1 86.26 86.26 88.25 87.56
S2 83.80 83.80 87.78
S3 78.75 81.21 87.32
S4 73.70 76.16 85.93
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.80 133.34 101.50
R3 127.37 117.91 97.25
R2 111.94 111.94 95.84
R1 102.48 102.48 94.42 99.50
PP 96.51 96.51 96.51 95.02
S1 87.05 87.05 91.60 84.07
S2 81.08 81.08 90.18
S3 65.65 71.62 88.77
S4 50.22 56.19 84.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.37 86.40 15.97 18.0% 5.72 6.4% 14% False True 124,634
10 108.44 86.40 22.04 24.8% 6.33 7.1% 10% False True 116,880
20 109.74 86.40 23.34 26.3% 5.78 6.5% 10% False True 110,400
40 122.87 86.40 36.47 41.1% 5.27 5.9% 6% False True 79,134
60 148.03 86.40 61.63 69.5% 5.15 5.8% 4% False True 68,384
80 148.60 86.40 62.20 70.1% 4.91 5.5% 4% False True 59,941
100 148.60 86.40 62.20 70.1% 4.92 5.5% 4% False True 57,125
120 148.60 86.40 62.20 70.1% 4.64 5.2% 4% False True 52,038
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 1.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.91
2.618 104.67
1.618 99.62
1.000 96.50
0.618 94.57
HIGH 91.45
0.618 89.52
0.500 88.93
0.382 88.33
LOW 86.40
0.618 83.28
1.000 81.35
1.618 78.23
2.618 73.18
4.250 64.94
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 88.93 90.77
PP 88.85 90.08
S1 88.78 89.40

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

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