NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 84.44 85.30 0.86 1.0% 91.79
High 84.44 85.30 0.86 1.0% 91.84
Low 84.44 82.31 -2.13 -2.5% 81.01
Close 84.44 81.94 -2.50 -3.0% 81.06
Range 0.00 2.99 2.99 10.83
ATR 3.50 3.46 -0.04 -1.0% 0.00
Volume 2,366 3,436 1,070 45.2% 7,728
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 92.15 90.04 83.58
R3 89.16 87.05 82.76
R2 86.17 86.17 82.49
R1 84.06 84.06 82.21 83.62
PP 83.18 83.18 83.18 82.97
S1 81.07 81.07 81.67 80.63
S2 80.19 80.19 81.39
S3 77.20 78.08 81.12
S4 74.21 75.09 80.30
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 117.13 109.92 87.02
R3 106.30 99.09 84.04
R2 95.47 95.47 83.05
R1 88.26 88.26 82.05 86.45
PP 84.64 84.64 84.64 83.73
S1 77.43 77.43 80.07 75.62
S2 73.81 73.81 79.07
S3 62.98 66.60 78.08
S4 52.15 55.77 75.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.63 81.01 8.62 10.5% 2.42 2.9% 11% False False 2,130
10 99.62 81.01 18.61 22.7% 1.76 2.1% 5% False False 2,212
20 110.25 81.01 29.24 35.7% 1.54 1.9% 3% False False 1,710
40 123.73 81.01 42.72 52.1% 1.12 1.4% 2% False False 1,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.01
2.618 93.13
1.618 90.14
1.000 88.29
0.618 87.15
HIGH 85.30
0.618 84.16
0.500 83.81
0.382 83.45
LOW 82.31
0.618 80.46
1.000 79.32
1.618 77.47
2.618 74.48
4.250 69.60
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 83.81 83.16
PP 83.18 82.75
S1 82.56 82.35

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

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