NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 62.24 64.50 2.26 3.6% 72.70
High 65.20 69.24 4.04 6.2% 76.24
Low 61.61 63.65 2.04 3.3% 62.65
Close 62.73 67.50 4.77 7.6% 64.15
Range 3.59 5.59 2.00 55.7% 13.59
ATR 5.46 5.53 0.08 1.4% 0.00
Volume 234,150 222,083 -12,067 -5.2% 1,188,572
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.57 81.12 70.57
R3 77.98 75.53 69.04
R2 72.39 72.39 68.52
R1 69.94 69.94 68.01 71.17
PP 66.80 66.80 66.80 67.41
S1 64.35 64.35 66.99 65.58
S2 61.21 61.21 66.48
S3 55.62 58.76 65.96
S4 50.03 53.17 64.43
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.45 99.89 71.62
R3 94.86 86.30 67.89
R2 81.27 81.27 66.64
R1 72.71 72.71 65.40 70.20
PP 67.68 67.68 67.68 66.42
S1 59.12 59.12 62.90 56.61
S2 54.09 54.09 61.66
S3 40.50 45.53 60.41
S4 26.91 31.94 56.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.50 61.30 8.20 12.1% 4.80 7.1% 76% False False 247,850
10 76.24 61.30 14.94 22.1% 5.00 7.4% 41% False False 228,212
20 99.50 61.30 38.20 56.6% 5.31 7.9% 16% False False 197,714
40 112.90 61.30 51.60 76.4% 5.47 8.1% 12% False False 146,752
60 122.87 61.30 61.57 91.2% 5.17 7.7% 10% False False 114,260
80 148.60 61.30 87.30 129.3% 5.15 7.6% 7% False False 96,310
100 148.60 61.30 87.30 129.3% 4.99 7.4% 7% False False 84,027
120 148.60 61.30 87.30 129.3% 4.92 7.3% 7% False False 77,345
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 0.79
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.00
2.618 83.87
1.618 78.28
1.000 74.83
0.618 72.69
HIGH 69.24
0.618 67.10
0.500 66.45
0.382 65.79
LOW 63.65
0.618 60.20
1.000 58.06
1.618 54.61
2.618 49.02
4.250 39.89
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 67.15 66.76
PP 66.80 66.01
S1 66.45 65.27

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

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