NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 17-Oct-2008
Day Change Summary
Previous Current
16-Oct-2008 17-Oct-2008 Change Change % Previous Week
Open 76.52 75.80 -0.72 -0.9% 84.44
High 78.04 75.80 -2.24 -2.9% 85.30
Low 73.15 75.50 2.35 3.2% 73.15
Close 73.55 75.30 1.75 2.4% 75.30
Range 4.89 0.30 -4.59 -93.9% 12.15
ATR 3.58 3.48 -0.09 -2.7% 0.00
Volume 3,729 4,964 1,235 33.1% 16,267
Daily Pivots for day following 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 76.43 76.17 75.47
R3 76.13 75.87 75.38
R2 75.83 75.83 75.36
R1 75.57 75.57 75.33 75.55
PP 75.53 75.53 75.53 75.53
S1 75.27 75.27 75.27 75.25
S2 75.23 75.23 75.25
S3 74.93 74.97 75.22
S4 74.63 74.67 75.14
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 114.37 106.98 81.98
R3 102.22 94.83 78.64
R2 90.07 90.07 77.53
R1 82.68 82.68 76.41 80.30
PP 77.92 77.92 77.92 76.73
S1 70.53 70.53 74.19 68.15
S2 65.77 65.77 73.07
S3 53.62 58.38 71.96
S4 41.47 46.23 68.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.30 73.15 12.15 16.1% 1.64 2.2% 18% False False 3,253
10 91.84 73.15 18.69 24.8% 2.28 3.0% 12% False False 2,399
20 110.25 73.15 37.10 49.3% 1.38 1.8% 6% False False 2,051
40 120.29 73.15 47.14 62.6% 1.23 1.6% 5% False False 1,330
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.08
2.618 76.59
1.618 76.29
1.000 76.10
0.618 75.99
HIGH 75.80
0.618 75.69
0.500 75.65
0.382 75.61
LOW 75.50
0.618 75.31
1.000 75.20
1.618 75.01
2.618 74.71
4.250 74.23
Fisher Pivots for day following 17-Oct-2008
Pivot 1 day 3 day
R1 75.65 75.73
PP 75.53 75.59
S1 75.42 75.44

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

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