NYMEX Light Sweet Crude Oil Future December 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 88.40 84.95 -3.45 -3.9% 91.72
High 89.28 85.03 -4.25 -4.8% 91.72
Low 84.22 77.28 -6.94 -8.2% 77.28
Close 86.62 77.99 -8.63 -10.0% 77.99
Range 5.06 7.75 2.69 53.2% 14.44
ATR 5.77 6.02 0.26 4.4% 0.00
Volume 228,079 173,210 -54,869 -24.1% 841,837
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 103.35 98.42 82.25
R3 95.60 90.67 80.12
R2 87.85 87.85 79.41
R1 82.92 82.92 78.70 81.51
PP 80.10 80.10 80.10 79.40
S1 75.17 75.17 77.28 73.76
S2 72.35 72.35 76.57
S3 64.60 67.42 75.86
S4 56.85 59.67 73.73
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 125.65 116.26 85.93
R3 111.21 101.82 81.96
R2 96.77 96.77 80.64
R1 87.38 87.38 79.31 84.86
PP 82.33 82.33 82.33 81.07
S1 72.94 72.94 76.67 70.42
S2 67.89 67.89 75.34
S3 53.45 58.50 74.02
S4 39.01 44.06 70.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.72 77.28 14.44 18.5% 5.57 7.1% 5% False True 168,367
10 105.98 77.28 28.70 36.8% 6.75 8.7% 2% False True 139,377
20 109.74 77.28 32.46 41.6% 6.16 7.9% 2% False True 128,493
40 122.87 77.28 45.59 58.5% 5.41 6.9% 2% False True 90,519
60 134.20 77.28 56.92 73.0% 5.04 6.5% 1% False True 76,407
80 148.60 77.28 71.32 91.4% 4.97 6.4% 1% False True 66,040
100 148.60 77.28 71.32 91.4% 4.98 6.4% 1% False True 61,816
120 148.60 77.28 71.32 91.4% 4.74 6.1% 1% False True 56,477
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 0.96
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 117.97
2.618 105.32
1.618 97.57
1.000 92.78
0.618 89.82
HIGH 85.03
0.618 82.07
0.500 81.16
0.382 80.24
LOW 77.28
0.618 72.49
1.000 69.53
1.618 64.74
2.618 56.99
4.250 44.34
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 81.16 83.43
PP 80.10 81.61
S1 79.05 79.80

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

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