NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 106.76 104.33 -2.43 -2.3% 114.02
High 106.76 104.33 -2.43 -2.3% 114.02
Low 106.76 103.53 -3.23 -3.0% 109.50
Close 105.35 103.71 -1.64 -1.6% 109.53
Range 0.00 0.80 0.80 4.52
ATR 1.77 1.78 0.00 0.2% 0.00
Volume 253 502 249 98.4% 1,818
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 106.26 105.78 104.15
R3 105.46 104.98 103.93
R2 104.66 104.66 103.86
R1 104.18 104.18 103.78 104.02
PP 103.86 103.86 103.86 103.78
S1 103.38 103.38 103.64 103.22
S2 103.06 103.06 103.56
S3 102.26 102.58 103.49
S4 101.46 101.78 103.27
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
5 109.58 103.53 6.05 5.8% 0.19 0.2% 3% False True 482
10 118.25 103.53 14.72 14.2% 0.09 0.1% 1% False True 361
20 123.71 103.53 20.18 19.5% 0.05 0.0% 1% False True 358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 107.73
2.618 106.42
1.618 105.62
1.000 105.13
0.618 104.82
HIGH 104.33
0.618 104.02
0.500 103.93
0.382 103.84
LOW 103.53
0.618 103.04
1.000 102.73
1.618 102.24
2.618 101.44
4.250 100.13
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 103.93 105.15
PP 103.86 104.67
S1 103.78 104.19

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

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