NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 68.16 70.14 1.98 2.9% 73.87
High 70.47 72.38 1.91 2.7% 77.63
Low 66.07 66.61 0.54 0.8% 65.12
Close 69.59 68.62 -0.97 -1.4% 66.03
Range 4.40 5.77 1.37 31.1% 12.51
ATR 4.31 4.41 0.10 2.4% 0.00
Volume 6,301 10,315 4,014 63.7% 25,657
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.51 83.34 71.79
R3 80.74 77.57 70.21
R2 74.97 74.97 69.68
R1 71.80 71.80 69.15 70.50
PP 69.20 69.20 69.20 68.56
S1 66.03 66.03 68.09 64.73
S2 63.43 63.43 67.56
S3 57.66 60.26 67.03
S4 51.89 54.49 65.45
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 72.38 64.07 8.31 12.1% 4.24 6.2% 55% True False 7,596
10 77.63 64.07 13.56 19.8% 4.07 5.9% 34% False False 6,640
20 95.28 64.07 31.21 45.5% 4.16 6.1% 15% False False 5,438
40 111.15 64.07 47.08 68.6% 3.48 5.1% 10% False False 4,214
60 123.58 64.07 59.51 86.7% 2.65 3.9% 8% False False 3,229
80 146.86 64.07 82.79 120.6% 2.04 3.0% 5% False False 2,686
100 146.86 64.07 82.79 120.6% 1.63 2.4% 5% False False 2,241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 96.90
2.618 87.49
1.618 81.72
1.000 78.15
0.618 75.95
HIGH 72.38
0.618 70.18
0.500 69.50
0.382 68.81
LOW 66.61
0.618 63.04
1.000 60.84
1.618 57.27
2.618 51.50
4.250 42.09
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 69.50 68.49
PP 69.20 68.36
S1 68.91 68.23

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

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