NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 26-Sep-2008

Day Change Summary
	Previous	Current
	25-Sep-2008	26-Sep-2008	Change	Change %	Previous Week
Open	104.95	106.87	1.92	1.8%	102.56
High	107.70	107.30	-0.40	-0.4%	109.74
Low	102.55	103.57	1.02	1.0%	101.80
Close	107.21	106.18	-1.03	-1.0%	106.18
Range	5.15	3.73	-1.42	-27.6%	7.94
ATR	5.22	5.12	-0.11	-2.0%	0.00
Volume	98,574	98,249	-325	-0.3%	646,473

Daily Pivots for day following 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.87	115.26	108.23
R3	113.14	111.53	107.21
R2	109.41	109.41	106.86
R1	107.80	107.80	106.52	106.74
PP	105.68	105.68	105.68	105.16
S1	104.07	104.07	105.84	103.01
S2	101.95	101.95	105.50
S3	98.22	100.34	105.15
S4	94.49	96.61	104.13

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	129.73	125.89	110.55
R3	121.79	117.95	108.36
R2	113.85	113.85	107.64
R1	110.01	110.01	106.91	111.93
PP	105.91	105.91	105.91	106.87
S1	102.07	102.07	105.45	103.99
S2	97.97	97.97	104.72
S3	90.03	94.13	104.00
S4	82.09	86.19	101.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.74	101.80	7.94	7.5%	5.38	5.1%	55%	False	False	129,294
10	109.74	90.66	19.08	18.0%	5.58	5.3%	81%	False	False	117,610
20	119.44	90.66	28.78	27.1%	5.09	4.8%	54%	False	False	90,365
40	129.58	90.66	38.92	36.7%	4.80	4.5%	40%	False	False	68,328
60	148.60	90.66	57.94	54.6%	4.83	4.5%	27%	False	False	59,419
80	148.60	90.66	57.94	54.6%	4.82	4.5%	27%	False	False	54,173
100	148.60	90.66	57.94	54.6%	4.65	4.4%	27%	False	False	51,490
120	148.60	90.66	57.94	54.6%	4.36	4.1%	27%	False	False	46,430

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.00
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	123.15
2.618	117.07
1.618	113.34
1.000	111.03
0.618	109.61
HIGH	107.30
0.618	105.88
0.500	105.44
0.382	104.99
LOW	103.57
0.618	101.26
1.000	99.84
1.618	97.53
2.618	93.80
4.250	87.72

Fisher Pivots for day following 26-Sep-2008
Pivot	1 day	3 day
R1	105.93	105.95
PP	105.68	105.72
S1	105.44	105.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols