NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 75.90 71.47 -4.43 -5.8% 78.04
High 76.04 71.80 -4.24 -5.6% 85.28
Low 70.30 66.20 -4.10 -5.8% 68.92
Close 72.18 66.75 -5.43 -7.5% 72.13
Range 5.74 5.60 -0.14 -2.4% 16.36
ATR 5.74 5.76 0.02 0.3% 0.00
Volume 237,629 232,994 -4,635 -2.0% 950,374
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 85.05 81.50 69.83
R3 79.45 75.90 68.29
R2 73.85 73.85 67.78
R1 70.30 70.30 67.26 69.28
PP 68.25 68.25 68.25 67.74
S1 64.70 64.70 66.24 63.68
S2 62.65 62.65 65.72
S3 57.05 59.10 65.21
S4 51.45 53.50 63.67
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 124.52 114.69 81.13
R3 108.16 98.33 76.63
R2 91.80 91.80 75.13
R1 81.97 81.97 73.63 78.71
PP 75.44 75.44 75.44 73.81
S1 65.61 65.61 70.63 62.35
S2 59.08 59.08 69.13
S3 42.72 49.25 67.63
S4 26.36 32.89 63.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.24 66.20 10.04 15.0% 5.19 7.8% 5% False True 208,574
10 89.28 66.20 23.08 34.6% 5.59 8.4% 2% False True 201,102
20 107.70 66.20 41.50 62.2% 5.98 9.0% 1% False True 160,016
40 121.12 66.20 54.92 82.3% 5.56 8.3% 1% False True 123,075
60 129.58 66.20 63.38 95.0% 5.22 7.8% 1% False True 97,505
80 148.60 66.20 82.40 123.4% 5.08 7.6% 1% False True 83,000
100 148.60 66.20 82.40 123.4% 5.05 7.6% 1% False True 74,072
120 148.60 66.20 82.40 123.4% 4.85 7.3% 1% False True 68,395
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 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.60
2.618 86.46
1.618 80.86
1.000 77.40
0.618 75.26
HIGH 71.80
0.618 69.66
0.500 69.00
0.382 68.34
LOW 66.20
0.618 62.74
1.000 60.60
1.618 57.14
2.618 51.54
4.250 42.40
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 69.00 71.22
PP 68.25 69.73
S1 67.50 68.24

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

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