NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 109.50 109.18 -0.32 -0.3% 114.02
High 109.58 109.18 -0.40 -0.4% 114.02
Low 109.50 109.13 -0.37 -0.3% 109.50
Close 109.53 109.37 -0.16 -0.1% 109.53
Range 0.08 0.05 -0.03 -37.5% 4.52
ATR 1.87 1.77 -0.11 -5.6% 0.00
Volume 937 623 -314 -33.5% 1,818
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 109.38 109.42 109.40
R3 109.33 109.37 109.38
R2 109.28 109.28 109.38
R1 109.32 109.32 109.37 109.30
PP 109.23 109.23 109.23 109.22
S1 109.27 109.27 109.37 109.25
S2 109.18 109.18 109.36
S3 109.13 109.22 109.36
S4 109.08 109.17 109.34
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 124.58 121.57 112.02
R3 120.06 117.05 110.77
R2 115.54 115.54 110.36
R1 112.53 112.53 109.94 111.78
PP 111.02 111.02 111.02 110.64
S1 108.01 108.01 109.12 107.26
S2 106.50 106.50 108.70
S3 101.98 103.49 108.29
S4 97.46 98.97 107.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.02 109.13 4.89 4.5% 0.03 0.0% 5% False True 488
10 119.89 109.13 10.76 9.8% 0.02 0.0% 2% False True 394
20 123.71 109.13 14.58 13.3% 0.02 0.0% 2% False True 343
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.39
2.618 109.31
1.618 109.26
1.000 109.23
0.618 109.21
HIGH 109.18
0.618 109.16
0.500 109.16
0.382 109.15
LOW 109.13
0.618 109.10
1.000 109.08
1.618 109.05
2.618 109.00
4.250 108.92
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 109.30 110.37
PP 109.23 110.03
S1 109.16 109.70

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

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