NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 90.51 87.05 -3.46 -3.8% 105.10
High 91.45 90.92 -0.53 -0.6% 105.82
Low 86.40 85.92 -0.48 -0.6% 90.51
Close 86.52 88.40 1.88 2.2% 92.81
Range 5.05 5.00 -0.05 -1.0% 15.31
ATR 5.55 5.52 -0.04 -0.7% 0.00
Volume 29,385 32,342 2,957 10.1% 148,774
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 103.41 100.91 91.15
R3 98.41 95.91 89.78
R2 93.41 93.41 89.32
R1 90.91 90.91 88.86 92.16
PP 88.41 88.41 88.41 89.04
S1 85.91 85.91 87.94 87.16
S2 83.41 83.41 87.48
S3 78.41 80.91 87.03
S4 73.41 75.91 85.65
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.31 132.87 101.23
R3 127.00 117.56 97.02
R2 111.69 111.69 95.62
R1 102.25 102.25 94.21 99.32
PP 96.38 96.38 96.38 94.91
S1 86.94 86.94 91.41 84.01
S2 81.07 81.07 90.00
S3 65.76 71.63 88.60
S4 50.45 56.32 84.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.55 85.92 16.63 18.8% 5.56 6.3% 15% False True 31,260
10 108.10 85.92 22.18 25.1% 5.92 6.7% 11% False True 32,350
20 109.36 85.92 23.44 26.5% 5.40 6.1% 11% False True 29,394
40 123.22 85.92 37.30 42.2% 4.84 5.5% 7% False True 19,319
60 147.30 85.92 61.38 69.4% 4.66 5.3% 4% False True 15,234
80 148.35 85.92 62.43 70.6% 4.16 4.7% 4% False True 12,273
100 148.35 85.92 62.43 70.6% 3.93 4.4% 4% False True 10,359
120 148.35 85.92 62.43 70.6% 3.46 3.9% 4% False True 8,786
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 1.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.17
2.618 104.01
1.618 99.01
1.000 95.92
0.618 94.01
HIGH 90.92
0.618 89.01
0.500 88.42
0.382 87.83
LOW 85.92
0.618 82.83
1.000 80.92
1.618 77.83
2.618 72.83
4.250 64.67
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 88.42 90.41
PP 88.41 89.74
S1 88.41 89.07

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

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