NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 64.58 68.16 3.58 5.5% 73.87
High 67.01 70.47 3.46 5.2% 77.63
Low 64.07 66.07 2.00 3.1% 65.12
Close 64.73 69.59 4.86 7.5% 66.03
Range 2.94 4.40 1.46 49.7% 12.51
ATR 4.20 4.31 0.11 2.6% 0.00
Volume 4,156 6,301 2,145 51.6% 25,657
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 81.91 80.15 72.01
R3 77.51 75.75 70.80
R2 73.11 73.11 70.40
R1 71.35 71.35 69.99 72.23
PP 68.71 68.71 68.71 69.15
S1 66.95 66.95 69.19 67.83
S2 64.31 64.31 68.78
S3 59.91 62.55 68.38
S4 55.51 58.15 67.17
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 70.86 64.07 6.79 9.8% 3.58 5.1% 81% False False 6,940
10 77.63 64.07 13.56 19.5% 3.99 5.7% 41% False False 6,028
20 99.14 64.07 35.07 50.4% 4.12 5.9% 16% False False 5,080
40 112.27 64.07 48.20 69.3% 3.34 4.8% 11% False False 4,001
60 123.58 64.07 59.51 85.5% 2.55 3.7% 9% False False 3,078
80 146.86 64.07 82.79 119.0% 1.97 2.8% 7% False False 2,578
100 146.86 64.07 82.79 119.0% 1.57 2.3% 7% False False 2,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.59
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.17
2.618 81.99
1.618 77.59
1.000 74.87
0.618 73.19
HIGH 70.47
0.618 68.79
0.500 68.27
0.382 67.75
LOW 66.07
0.618 63.35
1.000 61.67
1.618 58.95
2.618 54.55
4.250 47.37
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 69.15 68.82
PP 68.71 68.04
S1 68.27 67.27

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

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