NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 65.58 67.37 1.79 2.7% 64.78
High 68.60 69.19 0.59 0.9% 70.60
Low 63.12 63.63 0.51 0.8% 61.30
Close 67.81 63.91 -3.90 -5.8% 67.81
Range 5.48 5.56 0.08 1.5% 9.30
ATR 5.60 5.59 0.00 0.0% 0.00
Volume 279,196 256,881 -22,315 -8.0% 1,304,656
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 82.26 78.64 66.97
R3 76.70 73.08 65.44
R2 71.14 71.14 64.93
R1 67.52 67.52 64.42 66.55
PP 65.58 65.58 65.58 65.09
S1 61.96 61.96 63.40 60.99
S2 60.02 60.02 62.89
S3 54.46 56.40 62.38
S4 48.90 50.84 60.85
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 61.61 8.99 14.1% 5.36 8.4% 26% False False 261,545
10 76.04 61.30 14.74 23.1% 5.30 8.3% 18% False False 256,136
20 91.45 61.30 30.15 47.2% 5.37 8.4% 9% False False 221,689
40 109.74 61.30 48.44 75.8% 5.57 8.7% 5% False False 164,024
60 122.87 61.30 61.57 96.3% 5.29 8.3% 4% False False 125,334
80 148.03 61.30 86.73 135.7% 5.18 8.1% 3% False False 105,559
100 148.60 61.30 87.30 136.6% 5.01 7.8% 3% False False 91,221
120 148.60 61.30 87.30 136.6% 4.98 7.8% 3% False False 83,670
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 True
Bear Hook False
Bull Hook False
Stretch 1.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.82
2.618 83.75
1.618 78.19
1.000 74.75
0.618 72.63
HIGH 69.19
0.618 67.07
0.500 66.41
0.382 65.75
LOW 63.63
0.618 60.19
1.000 58.07
1.618 54.63
2.618 49.07
4.250 40.00
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 66.41 66.86
PP 65.58 65.88
S1 64.74 64.89

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

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