NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 94.90 94.07 -0.83 -0.9% 98.22
High 94.90 94.07 -0.83 -0.9% 102.25
Low 94.90 94.07 -0.83 -0.9% 94.07
Close 94.90 94.07 -0.83 -0.9% 94.07
Range
ATR 3.28 3.10 -0.17 -5.3% 0.00
Volume 1,196 5,975 4,779 399.6% 12,964
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.07 94.07 94.07
R3 94.07 94.07 94.07
R2 94.07 94.07 94.07
R1 94.07 94.07 94.07 94.07
PP 94.07 94.07 94.07 94.07
S1 94.07 94.07 94.07 94.07
S2 94.07 94.07 94.07
S3 94.07 94.07 94.07
S4 94.07 94.07 94.07
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.34 115.88 98.57
R3 113.16 107.70 96.32
R2 104.98 104.98 95.57
R1 99.52 99.52 94.82 98.16
PP 96.80 96.80 96.80 96.12
S1 91.34 91.34 93.32 89.98
S2 88.62 88.62 92.57
S3 80.44 83.16 91.82
S4 72.26 74.98 89.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.25 94.07 8.18 8.7% 0.12 0.1% 0% False True 2,592
10 110.25 94.07 16.18 17.2% 0.49 0.5% 0% False True 1,704
20 110.25 92.67 17.58 18.7% 0.99 1.1% 8% False False 1,197
40 123.73 92.67 31.06 33.0% 0.68 0.7% 5% False False 818
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 0.00
Fibonacci Retracements and Extensions
4.250 94.07
2.618 94.07
1.618 94.07
1.000 94.07
0.618 94.07
HIGH 94.07
0.618 94.07
0.500 94.07
0.382 94.07
LOW 94.07
0.618 94.07
1.000 94.07
1.618 94.07
2.618 94.07
4.250 94.07
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 94.07 96.85
PP 94.07 95.92
S1 94.07 95.00

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

View Archives - Comment on this page... - Back to Index of Symbols