NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 107.23 98.22 -9.01 -8.4% 110.25
High 107.23 98.22 -9.01 -8.4% 110.25
Low 107.23 98.22 -9.01 -8.4% 105.18
Close 107.23 98.22 -9.01 -8.4% 107.23
Range
ATR 2.69 3.15 0.45 16.7% 0.00
Volume 368 1,683 1,315 357.3% 4,080
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 98.22 98.22 98.22
R3 98.22 98.22 98.22
R2 98.22 98.22 98.22
R1 98.22 98.22 98.22 98.22
PP 98.22 98.22 98.22 98.22
S1 98.22 98.22 98.22 98.22
S2 98.22 98.22 98.22
S3 98.22 98.22 98.22
S4 98.22 98.22 98.22
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.76 120.07 110.02
R3 117.69 115.00 108.62
R2 112.62 112.62 108.16
R1 109.93 109.93 107.69 108.74
PP 107.55 107.55 107.55 106.96
S1 104.86 104.86 106.77 103.67
S2 102.48 102.48 106.30
S3 97.41 99.79 105.84
S4 92.34 94.72 104.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.05 98.22 9.83 10.0% 0.58 0.6% 0% False True 1,001
10 110.25 92.67 17.58 17.9% 1.39 1.4% 32% False False 971
20 113.84 92.67 21.17 21.6% 1.08 1.1% 26% False False 725
40 123.73 92.67 31.06 31.6% 0.67 0.7% 18% False False 603
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 0.11
Fibonacci Retracements and Extensions
4.250 98.22
2.618 98.22
1.618 98.22
1.000 98.22
0.618 98.22
HIGH 98.22
0.618 98.22
0.500 98.22
0.382 98.22
LOW 98.22
0.618 98.22
1.000 98.22
1.618 98.22
2.618 98.22
4.250 98.22
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 98.22 103.14
PP 98.22 101.50
S1 98.22 99.86

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

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