NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 66.53 64.58 -1.95 -2.9% 73.87
High 66.56 67.01 0.45 0.7% 77.63
Low 64.20 64.07 -0.13 -0.2% 65.12
Close 65.28 64.73 -0.55 -0.8% 66.03
Range 2.36 2.94 0.58 24.6% 12.51
ATR 4.29 4.20 -0.10 -2.3% 0.00
Volume 10,688 4,156 -6,532 -61.1% 25,657
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 74.09 72.35 66.35
R3 71.15 69.41 65.54
R2 68.21 68.21 65.27
R1 66.47 66.47 65.00 67.34
PP 65.27 65.27 65.27 65.71
S1 63.53 63.53 64.46 64.40
S2 62.33 62.33 64.19
S3 59.39 60.59 63.92
S4 56.45 57.65 63.11
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.12 99.09 72.91
R3 94.61 86.58 69.47
R2 82.10 82.10 68.32
R1 74.07 74.07 67.18 71.83
PP 69.59 69.59 69.59 68.48
S1 61.56 61.56 64.88 59.32
S2 57.08 57.08 63.74
S3 44.57 49.05 62.59
S4 32.06 36.54 59.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.32 64.07 9.25 14.3% 3.66 5.7% 7% False True 6,501
10 80.94 64.07 16.87 26.1% 3.97 6.1% 4% False True 5,678
20 102.60 64.07 38.53 59.5% 4.21 6.5% 2% False True 5,025
40 112.27 64.07 48.20 74.5% 3.26 5.0% 1% False True 3,939
60 123.58 64.07 59.51 91.9% 2.48 3.8% 1% False True 2,990
80 146.86 64.07 82.79 127.9% 1.91 3.0% 1% False True 2,519
100 146.86 64.07 82.79 127.9% 1.53 2.4% 1% False True 2,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.51
2.618 74.71
1.618 71.77
1.000 69.95
0.618 68.83
HIGH 67.01
0.618 65.89
0.500 65.54
0.382 65.19
LOW 64.07
0.618 62.25
1.000 61.13
1.618 59.31
2.618 56.37
4.250 51.58
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 65.54 67.47
PP 65.27 66.55
S1 65.00 65.64

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

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