NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 68.11 65.58 -2.53 -3.7% 64.78
High 70.60 68.60 -2.00 -2.8% 70.60
Low 64.04 63.12 -0.92 -1.4% 61.30
Close 65.96 67.81 1.85 2.8% 67.81
Range 6.56 5.48 -1.08 -16.5% 9.30
ATR 5.61 5.60 -0.01 -0.2% 0.00
Volume 315,415 279,196 -36,219 -11.5% 1,304,656
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 82.95 80.86 70.82
R3 77.47 75.38 69.32
R2 71.99 71.99 68.81
R1 69.90 69.90 68.31 70.95
PP 66.51 66.51 66.51 67.03
S1 64.42 64.42 67.31 65.47
S2 61.03 61.03 66.81
S3 55.55 58.94 66.30
S4 50.07 53.46 64.80
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.47 90.44 72.93
R3 85.17 81.14 70.37
R2 75.87 75.87 69.52
R1 71.84 71.84 68.66 73.86
PP 66.57 66.57 66.57 67.58
S1 62.54 62.54 66.96 64.56
S2 57.27 57.27 66.11
S3 47.97 53.24 65.25
S4 38.67 43.94 62.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.60 61.30 9.30 13.7% 5.14 7.6% 70% False False 260,931
10 76.24 61.30 14.94 22.0% 5.17 7.6% 44% False False 249,322
20 91.72 61.30 30.42 44.9% 5.35 7.9% 21% False False 214,271
40 110.98 61.30 49.68 73.3% 5.57 8.2% 13% False False 158,920
60 122.87 61.30 61.57 90.8% 5.27 7.8% 11% False False 122,099
80 148.60 61.30 87.30 128.7% 5.18 7.6% 7% False False 102,805
100 148.60 61.30 87.30 128.7% 4.99 7.4% 7% False False 89,099
120 148.60 61.30 87.30 128.7% 4.98 7.3% 7% False False 81,764
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 True
Bear Hook False
Bull Hook False
Stretch 1.00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.89
2.618 82.95
1.618 77.47
1.000 74.08
0.618 71.99
HIGH 68.60
0.618 66.51
0.500 65.86
0.382 65.21
LOW 63.12
0.618 59.73
1.000 57.64
1.618 54.25
2.618 48.77
4.250 39.83
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 67.16 67.49
PP 66.51 67.18
S1 65.86 66.86

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

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