NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 108.72 110.69 1.97 1.8% 110.18
High 108.72 110.69 1.97 1.8% 112.52
Low 108.72 110.69 1.97 1.8% 108.72
Close 109.05 108.87 -0.18 -0.2% 109.05
Range
ATR 2.13 2.09 -0.03 -1.6% 0.00
Volume 1,889 1,126 -763 -40.4% 9,750
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.08 109.48 108.87
R3 110.08 109.48 108.87
R2 110.08 110.08 108.87
R1 109.48 109.48 108.87 109.78
PP 110.08 110.08 110.08 110.24
S1 109.48 109.48 108.87 109.78
S2 110.08 110.08 108.87
S3 110.08 109.48 108.87
S4 110.08 109.48 108.87
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.50 119.07 111.14
R3 117.70 115.27 110.10
R2 113.90 113.90 109.75
R1 111.47 111.47 109.40 110.79
PP 110.10 110.10 110.10 109.75
S1 107.67 107.67 108.70 106.99
S2 106.30 106.30 108.35
S3 102.50 103.87 108.01
S4 98.70 100.07 106.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.52 108.72 3.80 3.5% 0.50 0.5% 4% False False 2,175
10 119.79 108.72 11.07 10.2% 0.25 0.2% 1% False False 1,745
20 123.71 108.72 14.99 13.8% 0.34 0.3% 1% False False 1,199
40 146.69 108.72 37.97 34.9% 0.29 0.3% 0% False False 955
Crabel Price Patterns
NR False
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 False
Bear Hook False
Bull Hook False
Stretch 0.01
Fibonacci Retracements and Extensions
4.250 110.69
2.618 110.69
1.618 110.69
1.000 110.69
0.618 110.69
HIGH 110.69
0.618 110.69
0.500 110.69
0.382 110.69
LOW 110.69
0.618 110.69
1.000 110.69
1.618 110.69
2.618 110.69
4.250 110.69
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 110.69 109.87
PP 110.08 109.54
S1 109.48 109.20

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

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