NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 69.00 66.92 -2.08 -3.0% 65.00
High 71.45 70.00 -1.45 -2.0% 71.45
Low 65.30 64.45 -0.85 -1.3% 62.45
Close 67.27 69.22 1.95 2.9% 69.22
Range 6.15 5.55 -0.60 -9.8% 9.00
ATR 5.08 5.11 0.03 0.7% 0.00
Volume 28,466 30,276 1,810 6.4% 115,400
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 84.54 82.43 72.27
R3 78.99 76.88 70.75
R2 73.44 73.44 70.24
R1 71.33 71.33 69.73 72.39
PP 67.89 67.89 67.89 68.42
S1 65.78 65.78 68.71 66.84
S2 62.34 62.34 68.20
S3 56.79 60.23 67.69
S4 51.24 54.68 66.17
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.71 90.96 74.17
R3 85.71 81.96 71.70
R2 76.71 76.71 70.87
R1 72.96 72.96 70.05 74.84
PP 67.71 67.71 67.71 68.64
S1 63.96 63.96 68.40 65.84
S2 58.71 58.71 67.57
S3 49.71 54.96 66.75
S4 40.71 45.96 64.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.45 62.45 9.00 13.0% 4.85 7.0% 75% False False 23,080
10 76.72 62.45 14.27 20.6% 4.81 6.9% 47% False False 19,419
20 91.28 62.45 28.83 41.6% 4.78 6.9% 23% False False 16,044
40 110.60 62.45 48.15 69.6% 4.76 6.9% 14% False False 12,645
60 123.65 62.45 61.20 88.4% 4.44 6.4% 11% False False 9,633
80 148.17 62.45 85.72 123.8% 4.06 5.9% 8% False False 7,863
100 148.17 62.45 85.72 123.8% 3.50 5.1% 8% False False 6,501
120 148.17 62.45 85.72 123.8% 3.12 4.5% 8% False False 5,575
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 True
Bear Hook False
Bull Hook False
Stretch 0.99
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.59
2.618 84.53
1.618 78.98
1.000 75.55
0.618 73.43
HIGH 70.00
0.618 67.88
0.500 67.23
0.382 66.57
LOW 64.45
0.618 61.02
1.000 58.90
1.618 55.47
2.618 49.92
4.250 40.86
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 68.56 68.80
PP 67.89 68.37
S1 67.23 67.95

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

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