NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 107.70 106.89 -0.81 -0.8% 102.48
High 108.11 106.91 -1.20 -1.1% 110.45
Low 104.25 95.04 -9.21 -8.8% 101.98
Close 106.89 96.37 -10.52 -9.8% 106.89
Range 3.86 11.87 8.01 207.5% 8.47
ATR 5.30 5.77 0.47 8.8% 0.00
Volume 245,162 168,454 -76,708 -31.3% 1,421,593
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 135.05 127.58 102.90
R3 123.18 115.71 99.63
R2 111.31 111.31 98.55
R1 103.84 103.84 97.46 101.64
PP 99.44 99.44 99.44 98.34
S1 91.97 91.97 95.28 89.77
S2 87.57 87.57 94.19
S3 75.70 80.10 93.11
S4 63.83 68.23 89.84
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.85 127.84 111.55
R3 123.38 119.37 109.22
R2 114.91 114.91 108.44
R1 110.90 110.90 107.67 112.91
PP 106.44 106.44 106.44 107.44
S1 102.43 102.43 106.11 104.44
S2 97.97 97.97 105.34
S3 89.50 93.96 104.56
S4 81.03 85.49 102.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.58 95.04 14.54 15.1% 6.28 6.5% 9% False True 259,631
10 110.45 90.42 20.03 20.8% 6.43 6.7% 30% False False 240,530
20 119.03 90.42 28.61 29.7% 5.62 5.8% 21% False False 173,258
40 129.16 90.42 38.74 40.2% 5.06 5.3% 15% False False 111,373
60 148.47 90.42 58.05 60.2% 4.99 5.2% 10% False False 81,040
80 148.47 90.42 58.05 60.2% 4.84 5.0% 10% False False 64,572
100 148.47 90.42 58.05 60.2% 4.54 4.7% 10% False False 53,606
120 148.47 90.42 58.05 60.2% 4.08 4.2% 10% False False 45,134
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 189 trading days
Fibonacci Retracements and Extensions
4.250 157.36
2.618 137.99
1.618 126.12
1.000 118.78
0.618 114.25
HIGH 106.91
0.618 102.38
0.500 100.98
0.382 99.57
LOW 95.04
0.618 87.70
1.000 83.17
1.618 75.83
2.618 63.96
4.250 44.59
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 100.98 101.86
PP 99.44 100.03
S1 97.91 98.20

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

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