NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 88.37 89.95 1.58 1.8% 98.51
High 88.37 90.08 1.71 1.9% 102.52
Low 88.37 88.29 -0.08 -0.1% 94.32
Close 88.37 89.99 1.62 1.8% 94.32
Range 0.00 1.79 1.79 8.20
ATR 3.16 3.06 -0.10 -3.1% 0.00
Volume 256 623 367 143.4% 7,194
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.82 94.20 90.97
R3 93.03 92.41 90.48
R2 91.24 91.24 90.32
R1 90.62 90.62 90.15 90.93
PP 89.45 89.45 89.45 89.61
S1 88.83 88.83 89.83 89.14
S2 87.66 87.66 89.66
S3 85.87 87.04 89.50
S4 84.08 85.25 89.01
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 121.65 116.19 98.83
R3 113.45 107.99 96.58
R2 105.25 105.25 95.82
R1 99.79 99.79 95.07 98.42
PP 97.05 97.05 97.05 96.37
S1 91.59 91.59 93.57 90.22
S2 88.85 88.85 92.82
S3 80.65 83.39 92.07
S4 72.45 75.19 89.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.90 88.29 11.61 12.9% 0.36 0.4% 15% False True 1,453
10 108.14 88.29 19.85 22.1% 0.48 0.5% 9% False True 956
20 109.67 88.29 21.38 23.8% 0.78 0.9% 8% False True 614
40 123.71 88.29 35.42 39.4% 0.39 0.4% 5% False True 479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 97.69
2.618 94.77
1.618 92.98
1.000 91.87
0.618 91.19
HIGH 90.08
0.618 89.40
0.500 89.19
0.382 88.97
LOW 88.29
0.618 87.18
1.000 86.50
1.618 85.39
2.618 83.60
4.250 80.68
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 89.72 91.31
PP 89.45 90.87
S1 89.19 90.43

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

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