NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 107.20 98.51 -8.69 -8.1% 109.67
High 107.20 98.51 -8.69 -8.1% 109.67
Low 107.15 98.51 -8.64 -8.1% 105.65
Close 107.41 98.51 -8.90 -8.3% 107.41
Range 0.05 0.00 -0.05 -100.0% 4.02
ATR 2.47 2.93 0.46 18.6% 0.00
Volume 865 461 -404 -46.7% 1,814
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 98.51 98.51 98.51
R3 98.51 98.51 98.51
R2 98.51 98.51 98.51
R1 98.51 98.51 98.51 98.51
PP 98.51 98.51 98.51 98.51
S1 98.51 98.51 98.51 98.51
S2 98.51 98.51 98.51
S3 98.51 98.51 98.51
S4 98.51 98.51 98.51
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.64 117.54 109.62
R3 115.62 113.52 108.52
R2 111.60 111.60 108.15
R1 109.50 109.50 107.78 108.54
PP 107.58 107.58 107.58 107.10
S1 105.48 105.48 107.04 104.52
S2 103.56 103.56 106.67
S3 99.54 101.46 106.30
S4 95.52 97.44 105.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.14 98.51 9.63 9.8% 0.01 0.0% 0% False True 427
10 109.67 92.94 16.73 17.0% 0.47 0.5% 33% False False 372
20 114.02 92.94 21.08 21.4% 0.55 0.6% 26% False False 360
40 123.71 92.94 30.77 31.2% 0.28 0.3% 18% False False 335
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 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.51
2.618 98.51
1.618 98.51
1.000 98.51
0.618 98.51
HIGH 98.51
0.618 98.51
0.500 98.51
0.382 98.51
LOW 98.51
0.618 98.51
1.000 98.51
1.618 98.51
2.618 98.51
4.250 98.51
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 98.51 103.33
PP 98.51 101.72
S1 98.51 100.12

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

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