NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 104.33 104.16 -0.17 -0.2% 109.18
High 104.33 104.16 -0.17 -0.2% 109.18
Low 103.53 104.16 0.63 0.6% 103.53
Close 103.71 104.16 0.45 0.4% 104.16
Range 0.80 0.00 -0.80 -100.0% 5.65
ATR 1.78 1.68 -0.09 -5.3% 0.00
Volume 502 15 -487 -97.0% 1,489
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 104.16 104.16 104.16
R3 104.16 104.16 104.16
R2 104.16 104.16 104.16
R1 104.16 104.16 104.16 104.16
PP 104.16 104.16 104.16 104.16
S1 104.16 104.16 104.16 104.16
S2 104.16 104.16 104.16
S3 104.16 104.16 104.16
S4 104.16 104.16 104.16
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.57 119.02 107.27
R3 116.92 113.37 105.71
R2 111.27 111.27 105.20
R1 107.72 107.72 104.68 106.67
PP 105.62 105.62 105.62 105.10
S1 102.07 102.07 103.64 101.02
S2 99.97 99.97 103.12
S3 94.32 96.42 102.61
S4 88.67 90.77 101.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.18 103.53 5.65 5.4% 0.17 0.2% 11% False False 297
10 118.25 103.53 14.72 14.1% 0.09 0.1% 4% False False 348
20 123.71 103.53 20.18 19.4% 0.05 0.0% 3% False False 358
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.16
2.618 104.16
1.618 104.16
1.000 104.16
0.618 104.16
HIGH 104.16
0.618 104.16
0.500 104.16
0.382 104.16
LOW 104.16
0.618 104.16
1.000 104.16
1.618 104.16
2.618 104.16
4.250 104.16
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 104.16 105.15
PP 104.16 104.82
S1 104.16 104.49

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

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