NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 107.75 106.66 -1.09 -1.0% 117.05
High 109.89 106.77 -3.12 -2.8% 117.25
Low 104.70 101.74 -2.96 -2.8% 105.13
Close 106.34 103.26 -3.08 -2.9% 106.23
Range 5.19 5.03 -0.16 -3.1% 12.12
ATR 4.91 4.92 0.01 0.2% 0.00
Volume 249,111 317,923 68,812 27.6% 1,117,958
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.01 116.17 106.03
R3 113.98 111.14 104.64
R2 108.95 108.95 104.18
R1 106.11 106.11 103.72 105.02
PP 103.92 103.92 103.92 103.38
S1 101.08 101.08 102.80 99.99
S2 98.89 98.89 102.34
S3 93.86 96.05 101.88
S4 88.83 91.02 100.49
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
5 110.60 101.74 8.86 8.6% 4.07 3.9% 17% False True 293,702
10 120.50 101.74 18.76 18.2% 5.18 5.0% 8% False True 270,943
20 122.04 101.74 20.30 19.7% 4.89 4.7% 7% False True 232,592
40 147.55 101.74 45.81 44.4% 4.98 4.8% 3% False True 153,600
60 148.13 101.74 46.39 44.9% 4.78 4.6% 3% False True 111,795
80 148.13 101.74 46.39 44.9% 4.80 4.6% 3% False True 90,150
100 148.13 101.74 46.39 44.9% 4.45 4.3% 3% False True 73,582
120 148.13 97.48 50.65 49.1% 4.07 3.9% 11% False False 62,091
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.15
2.618 119.94
1.618 114.91
1.000 111.80
0.618 109.88
HIGH 106.77
0.618 104.85
0.500 104.26
0.382 103.66
LOW 101.74
0.618 98.63
1.000 96.71
1.618 93.60
2.618 88.57
4.250 80.36
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 104.26 105.82
PP 103.92 104.96
S1 103.59 104.11

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

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