NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 103.66 109.67 6.01 5.8% 103.65
High 103.66 109.67 6.01 5.8% 103.66
Low 103.66 109.67 6.01 5.8% 92.94
Close 103.66 109.67 6.01 5.8% 103.66
Range
ATR 2.44 2.69 0.26 10.5% 0.00
Volume 415 137 -278 -67.0% 1,626
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 109.67 109.67 109.67
R3 109.67 109.67 109.67
R2 109.67 109.67 109.67
R1 109.67 109.67 109.67 109.67
PP 109.67 109.67 109.67 109.67
S1 109.67 109.67 109.67 109.67
S2 109.67 109.67 109.67
S3 109.67 109.67 109.67
S4 109.67 109.67 109.67
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.25 128.67 109.56
R3 121.53 117.95 106.61
R2 110.81 110.81 105.63
R1 107.23 107.23 104.64 109.02
PP 100.09 100.09 100.09 100.98
S1 96.51 96.51 102.68 98.30
S2 89.37 89.37 101.69
S3 78.65 85.79 100.71
S4 67.93 75.07 97.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.67 92.94 16.73 15.3% 0.93 0.8% 100% True False 317
10 109.67 92.94 16.73 15.3% 1.08 1.0% 100% True False 262
20 119.89 92.94 26.95 24.6% 0.55 0.5% 62% False False 328
Crabel Price Patterns
NR False
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 0.02
Fibonacci Retracements and Extensions
4.250 109.67
2.618 109.67
1.618 109.67
1.000 109.67
0.618 109.67
HIGH 109.67
0.618 109.67
0.500 109.67
0.382 109.67
LOW 109.67
0.618 109.67
1.000 109.67
1.618 109.67
2.618 109.67
4.250 109.67
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 109.67 107.89
PP 109.67 106.11
S1 109.67 104.34

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

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