NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 88.62 83.47 -5.15 -5.8% 88.37
High 88.98 83.47 -5.51 -6.2% 90.08
Low 88.62 81.57 -7.05 -8.0% 81.57
Close 89.02 81.46 -7.56 -8.5% 81.46
Range 0.36 1.90 1.54 427.8% 8.51
ATR 2.95 3.27 0.32 10.9% 0.00
Volume 571 425 -146 -25.6% 3,576
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 87.87 86.56 82.51
R3 85.97 84.66 81.98
R2 84.07 84.07 81.81
R1 82.76 82.76 81.63 82.47
PP 82.17 82.17 82.17 82.02
S1 80.86 80.86 81.29 80.57
S2 80.27 80.27 81.11
S3 78.37 78.96 80.94
S4 76.47 77.06 80.42
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 109.90 104.19 86.14
R3 101.39 95.68 83.80
R2 92.88 92.88 83.02
R1 87.17 87.17 82.24 85.77
PP 84.37 84.37 84.37 83.67
S1 78.66 78.66 80.68 77.26
S2 75.86 75.86 79.90
S3 67.35 70.15 79.12
S4 58.84 61.64 76.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.08 81.57 8.51 10.4% 1.43 1.8% -1% False True 715
10 102.52 81.57 20.95 25.7% 1.01 1.2% -1% False True 1,077
20 109.67 81.57 28.10 34.5% 1.00 1.2% 0% False True 710
40 123.71 81.57 42.14 51.7% 0.53 0.6% 0% False True 534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.55
2.618 88.44
1.618 86.54
1.000 85.37
0.618 84.64
HIGH 83.47
0.618 82.74
0.500 82.52
0.382 82.30
LOW 81.57
0.618 80.40
1.000 79.67
1.618 78.50
2.618 76.60
4.250 73.50
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 82.52 85.73
PP 82.17 84.30
S1 81.81 82.88

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

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