NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 105.94 104.22 -1.72 -1.6% 111.75
High 106.94 104.22 -2.72 -2.5% 113.84
Low 104.80 103.33 -1.47 -1.4% 108.95
Close 105.15 103.47 -1.68 -1.6% 109.40
Range 2.14 0.89 -1.25 -58.4% 4.89
ATR 2.12 2.10 -0.02 -1.0% 0.00
Volume 666 339 -327 -49.1% 1,846
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 106.34 105.80 103.96
R3 105.45 104.91 103.71
R2 104.56 104.56 103.63
R1 104.02 104.02 103.55 103.85
PP 103.67 103.67 103.67 103.59
S1 103.13 103.13 103.39 102.96
S2 102.78 102.78 103.31
S3 101.89 102.24 103.23
S4 101.00 101.35 102.98
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
5 109.15 103.33 5.82 5.6% 0.67 0.6% 2% False True 506
10 118.21 103.33 14.88 14.4% 0.68 0.7% 1% False True 493
20 123.73 103.33 20.40 19.7% 0.53 0.5% 1% False True 481
Crabel Price Patterns
NR True
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.00
2.618 106.55
1.618 105.66
1.000 105.11
0.618 104.77
HIGH 104.22
0.618 103.88
0.500 103.78
0.382 103.67
LOW 103.33
0.618 102.78
1.000 102.44
1.618 101.89
2.618 101.00
4.250 99.55
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 103.78 105.14
PP 103.67 104.58
S1 103.57 104.03

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

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