NYMEX Light Sweet Crude Oil Future February 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 91.02 87.16 -3.86 -4.2% 105.65
High 91.28 90.30 -0.98 -1.1% 105.77
Low 86.51 86.17 -0.34 -0.4% 90.85
Close 86.64 88.45 1.81 2.1% 92.88
Range 4.77 4.13 -0.64 -13.4% 14.92
ATR 5.11 5.04 -0.07 -1.4% 0.00
Volume 10,814 9,572 -1,242 -11.5% 50,646
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.70 98.70 90.72
R3 96.57 94.57 89.59
R2 92.44 92.44 89.21
R1 90.44 90.44 88.83 91.44
PP 88.31 88.31 88.31 88.81
S1 86.31 86.31 88.07 87.31
S2 84.18 84.18 87.69
S3 80.05 82.18 87.31
S4 75.92 78.05 86.18
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 141.26 131.99 101.09
R3 126.34 117.07 96.98
R2 111.42 111.42 95.62
R1 102.15 102.15 94.25 99.33
PP 96.50 96.50 96.50 95.09
S1 87.23 87.23 91.51 84.41
S2 81.58 81.58 90.14
S3 66.66 72.31 88.78
S4 51.74 57.39 84.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.12 86.17 15.95 18.0% 5.21 5.9% 14% False True 10,643
10 108.00 86.17 21.83 24.7% 5.35 6.0% 10% False True 10,609
20 109.44 86.17 23.27 26.3% 4.88 5.5% 10% False True 9,656
40 123.65 86.17 37.48 42.4% 4.32 4.9% 6% False True 6,717
60 145.82 86.17 59.65 67.4% 3.91 4.4% 4% False True 5,423
80 148.17 86.17 62.00 70.1% 3.29 3.7% 4% False True 4,349
100 148.17 86.17 62.00 70.1% 2.84 3.2% 4% False True 3,667
120 148.17 86.17 62.00 70.1% 2.47 2.8% 4% False True 3,143
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.97
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 107.85
2.618 101.11
1.618 96.98
1.000 94.43
0.618 92.85
HIGH 90.30
0.618 88.72
0.500 88.24
0.382 87.75
LOW 86.17
0.618 83.62
1.000 82.04
1.618 79.49
2.618 75.36
4.250 68.62
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 88.38 90.59
PP 88.31 89.87
S1 88.24 89.16

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

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