NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 76.21 72.44 -3.77 -4.9% 84.82
High 76.21 72.44 -3.77 -4.9% 84.82
Low 76.21 70.60 -5.61 -7.4% 73.74
Close 76.21 70.66 -5.55 -7.3% 75.78
Range 0.00 1.84 1.84 11.08
ATR 3.20 3.37 0.17 5.4% 0.00
Volume 829 1,314 485 58.5% 3,966
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 76.75 75.55 71.67
R3 74.91 73.71 71.17
R2 73.07 73.07 71.00
R1 71.87 71.87 70.83 71.55
PP 71.23 71.23 71.23 71.08
S1 70.03 70.03 70.49 69.71
S2 69.39 69.39 70.32
S3 67.55 68.19 70.15
S4 65.71 66.35 69.65
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 111.35 104.65 81.87
R3 100.27 93.57 78.83
R2 89.19 89.19 77.81
R1 82.49 82.49 76.80 80.30
PP 78.11 78.11 78.11 77.02
S1 71.41 71.41 74.76 69.22
S2 67.03 67.03 73.75
S3 55.95 60.33 72.73
S4 44.87 49.25 69.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.03 70.60 8.43 11.9% 1.25 1.8% 1% False True 1,365
10 88.98 70.60 18.38 26.0% 1.10 1.6% 0% False True 988
20 108.14 70.60 37.54 53.1% 0.94 1.3% 0% False True 1,037
40 119.89 70.60 49.29 69.8% 0.74 1.1% 0% False True 669
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.26
2.618 77.26
1.618 75.42
1.000 74.28
0.618 73.58
HIGH 72.44
0.618 71.74
0.500 71.52
0.382 71.30
LOW 70.60
0.618 69.46
1.000 68.76
1.618 67.62
2.618 65.78
4.250 62.78
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 71.52 74.82
PP 71.23 73.43
S1 70.95 72.05

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

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