NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 107.48 107.75 0.27 0.3% 117.05
High 108.10 109.89 1.79 1.7% 117.25
Low 105.13 104.70 -0.43 -0.4% 105.13
Close 106.23 106.34 0.11 0.1% 106.23
Range 2.97 5.19 2.22 74.7% 12.12
ATR 4.89 4.91 0.02 0.4% 0.00
Volume 264,187 249,111 -15,076 -5.7% 1,117,958
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.55 119.63 109.19
R3 117.36 114.44 107.77
R2 112.17 112.17 107.29
R1 109.25 109.25 106.82 108.12
PP 106.98 106.98 106.98 106.41
S1 104.06 104.06 105.86 102.93
S2 101.79 101.79 105.39
S3 96.60 98.87 104.91
S4 91.41 93.68 103.49
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 145.90 138.18 112.90
R3 133.78 126.06 109.56
R2 121.66 121.66 108.45
R1 113.94 113.94 107.34 111.74
PP 109.54 109.54 109.54 108.44
S1 101.82 101.82 105.12 99.62
S2 97.42 97.42 104.01
S3 85.30 89.70 102.90
S4 73.18 77.58 99.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.25 104.70 12.55 11.8% 5.42 5.1% 13% False True 273,413
10 120.50 104.70 15.80 14.9% 4.92 4.6% 10% False True 266,773
20 122.04 104.70 17.34 16.3% 4.85 4.6% 9% False True 223,508
40 147.55 104.70 42.85 40.3% 4.95 4.7% 4% False True 146,548
60 148.13 104.70 43.43 40.8% 4.79 4.5% 4% False True 106,900
80 148.13 104.70 43.43 40.8% 4.77 4.5% 4% False True 86,285
100 148.13 104.70 43.43 40.8% 4.43 4.2% 4% False True 70,436
120 148.13 96.67 51.46 48.4% 4.04 3.8% 19% False False 59,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131.95
2.618 123.48
1.618 118.29
1.000 115.08
0.618 113.10
HIGH 109.89
0.618 107.91
0.500 107.30
0.382 106.68
LOW 104.70
0.618 101.49
1.000 99.51
1.618 96.30
2.618 91.11
4.250 82.64
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 107.30 107.65
PP 106.98 107.21
S1 106.66 106.78

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

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