NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 94.94 97.08 2.14 2.3% 110.02
High 97.33 100.47 3.14 3.2% 110.60
Low 92.50 95.50 3.00 3.2% 101.31
Close 97.09 97.89 0.80 0.8% 102.39
Range 4.83 4.97 0.14 2.9% 9.29
ATR 3.95 4.03 0.07 1.8% 0.00
Volume 10,904 8,713 -2,191 -20.1% 37,194
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 112.86 110.35 100.62
R3 107.89 105.38 99.26
R2 102.92 102.92 98.80
R1 100.41 100.41 98.35 101.67
PP 97.95 97.95 97.95 98.58
S1 95.44 95.44 97.43 96.70
S2 92.98 92.98 96.98
S3 88.01 90.47 96.52
S4 83.04 85.50 95.16
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.64 126.80 107.50
R3 123.35 117.51 104.94
R2 114.06 114.06 104.09
R1 108.22 108.22 103.24 106.50
PP 104.77 104.77 104.77 103.90
S1 98.93 98.93 101.54 97.21
S2 95.48 95.48 100.69
S3 86.19 89.64 99.84
S4 76.90 80.35 97.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.51 91.70 11.81 12.1% 4.14 4.2% 52% False False 8,221
10 110.60 91.70 18.90 19.3% 3.53 3.6% 33% False False 7,500
20 123.65 91.70 31.95 32.6% 3.99 4.1% 19% False False 5,875
40 129.51 91.70 37.81 38.6% 3.54 3.6% 16% False False 4,384
60 148.17 91.70 56.47 57.7% 3.04 3.1% 11% False False 3,483
80 148.17 91.70 56.47 57.7% 2.51 2.6% 11% False False 2,816
100 148.17 91.70 56.47 57.7% 2.25 2.3% 11% False False 2,393
120 148.17 91.70 56.47 57.7% 1.88 1.9% 11% False False 2,054
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 0.77
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121.59
2.618 113.48
1.618 108.51
1.000 105.44
0.618 103.54
HIGH 100.47
0.618 98.57
0.500 97.99
0.382 97.40
LOW 95.50
0.618 92.43
1.000 90.53
1.618 87.46
2.618 82.49
4.250 74.38
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 97.99 97.29
PP 97.95 96.69
S1 97.92 96.09

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

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