NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 85.46 81.73 -3.73 -4.4% 91.02
High 85.46 83.24 -2.22 -2.6% 91.28
Low 78.50 80.65 2.15 2.7% 78.50
Close 78.79 82.42 3.63 4.6% 78.79
Range 6.96 2.59 -4.37 -62.8% 12.78
ATR 5.21 5.16 -0.05 -1.0% 0.00
Volume 9,881 12,598 2,717 27.5% 61,488
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.87 88.74 83.84
R3 87.28 86.15 83.13
R2 84.69 84.69 82.89
R1 83.56 83.56 82.66 84.13
PP 82.10 82.10 82.10 82.39
S1 80.97 80.97 82.18 81.54
S2 79.51 79.51 81.95
S3 76.92 78.38 81.71
S4 74.33 75.79 81.00
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.20 112.77 85.82
R3 108.42 99.99 82.30
R2 95.64 95.64 81.13
R1 87.21 87.21 79.96 85.04
PP 82.86 82.86 82.86 81.77
S1 74.43 74.43 77.62 72.26
S2 70.08 70.08 76.45
S3 57.30 61.65 75.28
S4 44.52 48.87 71.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.30 78.50 11.80 14.3% 4.47 5.4% 33% False False 12,654
10 102.17 78.50 23.67 28.7% 5.14 6.2% 17% False False 11,841
20 109.44 78.50 30.94 37.5% 5.10 6.2% 13% False False 10,842
40 123.65 78.50 45.15 54.8% 4.47 5.4% 9% False False 7,807
60 133.55 78.50 55.05 66.8% 4.03 4.9% 7% False False 6,156
80 148.17 78.50 69.67 84.5% 3.46 4.2% 6% False False 4,991
100 148.17 78.50 69.67 84.5% 2.91 3.5% 6% False False 4,179
120 148.17 78.50 69.67 84.5% 2.62 3.2% 6% False False 3,585
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 94.25
2.618 90.02
1.618 87.43
1.000 85.83
0.618 84.84
HIGH 83.24
0.618 82.25
0.500 81.95
0.382 81.64
LOW 80.65
0.618 79.05
1.000 78.06
1.618 76.46
2.618 73.87
4.250 69.64
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 82.26 83.91
PP 82.10 83.41
S1 81.95 82.92

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

View Archives - Comment on this page... - Back to Index of Symbols