NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 106.93 105.53 -1.40 -1.3% 99.45
High 109.50 108.67 -0.83 -0.8% 104.75
Low 104.80 103.22 -1.58 -1.5% 90.42
Close 105.73 108.02 2.29 2.2% 102.75
Range 4.70 5.45 0.75 16.0% 14.33
ATR 5.41 5.41 0.00 0.1% 0.00
Volume 316,025 233,417 -82,608 -26.1% 954,553
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 122.99 120.95 111.02
R3 117.54 115.50 109.52
R2 112.09 112.09 109.02
R1 110.05 110.05 108.52 111.07
PP 106.64 106.64 106.64 107.15
S1 104.60 104.60 107.52 105.62
S2 101.19 101.19 107.02
S3 95.74 99.15 106.52
S4 90.29 93.70 105.02
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 142.30 136.85 110.63
R3 127.97 122.52 106.69
R2 113.64 113.64 105.38
R1 108.19 108.19 104.06 110.92
PP 99.31 99.31 99.31 100.67
S1 93.86 93.86 101.44 96.59
S2 84.98 84.98 100.12
S3 70.65 79.53 98.81
S4 56.32 65.20 94.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.45 97.02 13.43 12.4% 6.38 5.9% 82% False False 277,753
10 110.45 90.42 20.03 18.5% 5.88 5.4% 88% False False 226,219
20 120.72 90.42 30.30 28.1% 5.32 4.9% 58% False False 161,124
40 129.16 90.42 38.74 35.9% 4.94 4.6% 45% False False 102,495
60 148.47 90.42 58.05 53.7% 4.83 4.5% 30% False False 74,649
80 148.47 90.42 58.05 53.7% 4.76 4.4% 30% False False 59,711
100 148.47 90.42 58.05 53.7% 4.45 4.1% 30% False False 49,527
120 148.47 90.42 58.05 53.7% 3.97 3.7% 30% False False 41,729
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 1.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.83
2.618 122.94
1.618 117.49
1.000 114.12
0.618 112.04
HIGH 108.67
0.618 106.59
0.500 105.95
0.382 105.30
LOW 103.22
0.618 99.85
1.000 97.77
1.618 94.40
2.618 88.95
4.250 80.06
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 107.33 107.48
PP 106.64 106.94
S1 105.95 106.40

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

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