NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 75.57 75.05 -0.52 -0.7% 82.50
High 76.35 75.67 -0.68 -0.9% 86.45
Low 71.33 72.25 0.92 1.3% 71.33
Close 72.10 73.86 1.76 2.4% 73.86
Range 5.02 3.42 -1.60 -31.9% 15.12
ATR 4.46 4.40 -0.06 -1.4% 0.00
Volume 4,186 9,292 5,106 122.0% 26,520
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 84.19 82.44 75.74
R3 80.77 79.02 74.80
R2 77.35 77.35 74.49
R1 75.60 75.60 74.17 74.77
PP 73.93 73.93 73.93 73.51
S1 72.18 72.18 73.55 71.35
S2 70.51 70.51 73.23
S3 67.09 68.76 72.92
S4 63.67 65.34 71.98
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.57 113.34 82.18
R3 107.45 98.22 78.02
R2 92.33 92.33 76.63
R1 83.10 83.10 75.25 80.16
PP 77.21 77.21 77.21 75.74
S1 67.98 67.98 72.47 65.04
S2 62.09 62.09 71.09
S3 46.97 52.86 69.70
S4 31.85 37.74 65.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.45 71.33 15.12 20.5% 4.18 5.7% 17% False False 5,304
10 91.65 71.33 20.32 27.5% 4.24 5.7% 12% False False 4,792
20 111.15 71.33 39.82 53.9% 4.04 5.5% 6% False False 4,294
40 121.19 71.33 49.86 67.5% 2.88 3.9% 5% False False 3,133
60 126.96 71.33 55.63 75.3% 2.06 2.8% 5% False False 2,492
80 146.86 71.33 75.53 102.3% 1.57 2.1% 3% False False 2,044
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.69
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.21
2.618 84.62
1.618 81.20
1.000 79.09
0.618 77.78
HIGH 75.67
0.618 74.36
0.500 73.96
0.382 73.56
LOW 72.25
0.618 70.14
1.000 68.83
1.618 66.72
2.618 63.30
4.250 57.72
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 73.96 76.14
PP 73.93 75.38
S1 73.89 74.62

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

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