NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 83.47 84.82 1.35 1.6% 88.37
High 83.47 84.82 1.35 1.6% 90.08
Low 81.57 84.82 3.25 4.0% 81.57
Close 81.46 84.82 3.36 4.1% 81.46
Range 1.90 0.00 -1.90 -100.0% 8.51
ATR 3.27 3.28 0.01 0.2% 0.00
Volume 425 865 440 103.5% 3,576
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 84.82 84.82 84.82
R3 84.82 84.82 84.82
R2 84.82 84.82 84.82
R1 84.82 84.82 84.82 84.82
PP 84.82 84.82 84.82 84.82
S1 84.82 84.82 84.82 84.82
S2 84.82 84.82 84.82
S3 84.82 84.82 84.82
S4 84.82 84.82 84.82
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 10.0% 1.43 1.7% 38% False False 837
10 102.52 81.57 20.95 24.7% 1.01 1.2% 16% False False 1,117
20 109.67 81.57 28.10 33.1% 0.74 0.9% 12% False False 744
40 123.71 81.57 42.14 49.7% 0.53 0.6% 8% False False 556
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.01
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.82
2.618 84.82
1.618 84.82
1.000 84.82
0.618 84.82
HIGH 84.82
0.618 84.82
0.500 84.82
0.382 84.82
LOW 84.82
0.618 84.82
1.000 84.82
1.618 84.82
2.618 84.82
4.250 84.82
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 84.82 85.28
PP 84.82 85.12
S1 84.82 84.97

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

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