NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 79.33 73.82 -5.51 -6.9% 91.72
High 79.54 74.83 -4.71 -5.9% 91.72
Low 73.91 68.92 -4.99 -6.8% 77.28
Close 74.88 70.26 -4.62 -6.2% 77.99
Range 5.63 5.91 0.28 5.0% 14.44
ATR 5.96 5.96 0.00 0.0% 0.00
Volume 169,686 154,570 -15,116 -8.9% 841,837
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.07 85.57 73.51
R3 83.16 79.66 71.89
R2 77.25 77.25 71.34
R1 73.75 73.75 70.80 72.55
PP 71.34 71.34 71.34 70.73
S1 67.84 67.84 69.72 66.64
S2 65.43 65.43 69.18
S3 59.52 61.93 68.63
S4 53.61 56.02 67.01
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 85.28 68.92 16.36 23.3% 6.15 8.8% 8% False True 178,929
10 95.13 68.92 26.21 37.3% 5.54 7.9% 5% False True 168,443
20 109.74 68.92 40.82 58.1% 6.17 8.8% 3% False True 143,576
40 122.87 68.92 53.95 76.8% 5.60 8.0% 2% False True 105,065
60 129.58 68.92 60.66 86.3% 5.12 7.3% 2% False True 85,937
80 148.60 68.92 79.68 113.4% 5.05 7.2% 2% False True 73,742
100 148.60 68.92 79.68 113.4% 5.02 7.1% 2% False True 66,684
120 148.60 68.92 79.68 113.4% 4.82 6.9% 2% False True 61,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.95
2.618 90.30
1.618 84.39
1.000 80.74
0.618 78.48
HIGH 74.83
0.618 72.57
0.500 71.88
0.382 71.18
LOW 68.92
0.618 65.27
1.000 63.01
1.618 59.36
2.618 53.45
4.250 43.80
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 71.88 77.10
PP 71.34 74.82
S1 70.80 72.54

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

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