NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 109.15 105.11 -4.04 -3.7% 111.75
High 109.15 105.11 -4.04 -3.7% 113.84
Low 109.15 105.00 -4.15 -3.8% 108.95
Close 109.24 106.09 -3.15 -2.9% 109.40
Range 0.00 0.11 0.11 4.89
ATR 1.95 2.12 0.16 8.4% 0.00
Volume 500 313 -187 -37.4% 1,846
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 105.73 106.02 106.15
R3 105.62 105.91 106.12
R2 105.51 105.51 106.11
R1 105.80 105.80 106.10 105.66
PP 105.40 105.40 105.40 105.33
S1 105.69 105.69 106.08 105.55
S2 105.29 105.29 106.07
S3 105.18 105.58 106.06
S4 105.07 105.47 106.03
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 125.40 122.29 112.09
R3 120.51 117.40 110.74
R2 115.62 115.62 110.30
R1 112.51 112.51 109.85 111.62
PP 110.73 110.73 110.73 110.29
S1 107.62 107.62 108.95 106.73
S2 105.84 105.84 108.50
S3 100.95 102.73 108.06
S4 96.06 97.84 106.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.00 105.00 8.00 7.5% 0.09 0.1% 14% False True 478
10 119.87 105.00 14.87 14.0% 0.38 0.4% 7% False True 463
20 123.73 105.00 18.73 17.7% 0.38 0.4% 6% False True 465
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 0.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.58
2.618 105.40
1.618 105.29
1.000 105.22
0.618 105.18
HIGH 105.11
0.618 105.07
0.500 105.06
0.382 105.04
LOW 105.00
0.618 104.93
1.000 104.89
1.618 104.82
2.618 104.71
4.250 104.53
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 105.75 107.08
PP 105.40 106.75
S1 105.06 106.42

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

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