NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 106.56 105.65 -0.91 -0.9% 102.65
High 106.59 105.77 -0.82 -0.8% 109.44
Low 103.96 96.53 -7.43 -7.1% 102.65
Close 106.31 96.69 -9.62 -9.0% 106.31
Range 2.63 9.24 6.61 251.3% 6.79
ATR 4.29 4.68 0.39 9.2% 0.00
Volume 9,647 6,322 -3,325 -34.5% 54,614
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 127.38 121.28 101.77
R3 118.14 112.04 99.23
R2 108.90 108.90 98.38
R1 102.80 102.80 97.54 101.23
PP 99.66 99.66 99.66 98.88
S1 93.56 93.56 95.84 91.99
S2 90.42 90.42 95.00
S3 81.18 84.32 94.15
S4 71.94 75.08 91.61
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 126.50 123.20 110.04
R3 119.71 116.41 108.18
R2 112.92 112.92 107.55
R1 109.62 109.62 106.93 111.27
PP 106.13 106.13 106.13 106.96
S1 102.83 102.83 105.69 104.48
S2 99.34 99.34 105.07
S3 92.55 96.04 104.44
S4 85.76 89.25 102.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.83 96.53 12.30 12.7% 5.08 5.3% 1% False True 10,610
10 109.44 91.70 17.74 18.3% 5.07 5.2% 28% False False 9,843
20 118.20 91.70 26.50 27.4% 4.45 4.6% 19% False False 8,308
40 127.89 91.70 36.19 37.4% 3.98 4.1% 14% False False 5,706
60 148.17 91.70 56.47 58.4% 3.56 3.7% 9% False False 4,522
80 148.17 91.70 56.47 58.4% 2.91 3.0% 9% False False 3,638
100 148.17 91.70 56.47 58.4% 2.57 2.7% 9% False False 3,072
120 148.17 91.70 56.47 58.4% 2.20 2.3% 9% False False 2,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 145.04
2.618 129.96
1.618 120.72
1.000 115.01
0.618 111.48
HIGH 105.77
0.618 102.24
0.500 101.15
0.382 100.06
LOW 96.53
0.618 90.82
1.000 87.29
1.618 81.58
2.618 72.34
4.250 57.26
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 101.15 101.93
PP 99.66 100.18
S1 98.18 98.44

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

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