NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 92.89 98.47 5.58 6.0% 109.15
High 98.15 98.51 0.36 0.4% 109.15
Low 92.67 97.90 5.23 5.6% 103.33
Close 98.01 99.04 1.03 1.1% 103.89
Range 5.48 0.61 -4.87 -88.9% 5.82
ATR 2.70 2.55 -0.15 -5.5% 0.00
Volume 1,455 1,270 -185 -12.7% 1,992
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 100.31 100.29 99.38
R3 99.70 99.68 99.21
R2 99.09 99.09 99.15
R1 99.07 99.07 99.10 99.08
PP 98.48 98.48 98.48 98.49
S1 98.46 98.46 98.98 98.47
S2 97.87 97.87 98.93
S3 97.26 97.85 98.87
S4 96.65 97.24 98.70
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.92 119.22 107.09
R3 117.10 113.40 105.49
R2 111.28 111.28 104.96
R1 107.58 107.58 104.42 106.52
PP 105.46 105.46 105.46 104.93
S1 101.76 101.76 103.36 100.70
S2 99.64 99.64 102.82
S3 93.82 95.94 102.29
S4 88.00 90.12 100.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.89 92.67 11.22 11.3% 1.92 1.9% 57% False False 834
10 109.15 92.67 16.48 16.6% 1.30 1.3% 39% False False 670
20 123.73 92.67 31.06 31.4% 1.01 1.0% 21% False False 583
Crabel Price Patterns
NR True
NR4 True
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 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.10
2.618 100.11
1.618 99.50
1.000 99.12
0.618 98.89
HIGH 98.51
0.618 98.28
0.500 98.21
0.382 98.13
LOW 97.90
0.618 97.52
1.000 97.29
1.618 96.91
2.618 96.30
4.250 95.31
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 98.76 97.89
PP 98.48 96.74
S1 98.21 95.59

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

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