NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 88.38 88.61 0.23 0.3% 98.22
High 89.63 88.71 -0.92 -1.0% 102.25
Low 86.87 86.50 -0.37 -0.4% 94.07
Close 89.71 88.71 -1.00 -1.1% 94.07
Range 2.76 2.21 -0.55 -19.9% 8.18
ATR 3.18 3.18 0.00 0.1% 0.00
Volume 1,561 2,674 1,113 71.3% 12,964
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.60 93.87 89.93
R3 92.39 91.66 89.32
R2 90.18 90.18 89.12
R1 89.45 89.45 88.91 89.82
PP 87.97 87.97 87.97 88.16
S1 87.24 87.24 88.51 87.61
S2 85.76 85.76 88.30
S3 83.55 85.03 88.10
S4 81.34 82.82 87.49
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 94.07 86.50 7.57 8.5% 2.10 2.4% 29% False True 2,617
10 107.23 86.50 20.73 23.4% 1.11 1.3% 11% False True 2,044
20 110.25 86.50 23.75 26.8% 1.36 1.5% 9% False True 1,462
40 123.73 86.50 37.23 42.0% 0.94 1.1% 6% False True 971
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.10
2.618 94.50
1.618 92.29
1.000 90.92
0.618 90.08
HIGH 88.71
0.618 87.87
0.500 87.61
0.382 87.34
LOW 86.50
0.618 85.13
1.000 84.29
1.618 82.92
2.618 80.71
4.250 77.11
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 88.34 89.08
PP 87.97 88.96
S1 87.61 88.83

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

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