NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 106.89 95.40 -11.49 -10.7% 102.48
High 106.91 102.46 -4.45 -4.2% 110.45
Low 95.04 93.36 -1.68 -1.8% 101.98
Close 96.37 100.64 4.27 4.4% 106.89
Range 11.87 9.10 -2.77 -23.3% 8.47
ATR 5.77 6.01 0.24 4.1% 0.00
Volume 168,454 248,522 80,068 47.5% 1,421,593
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 126.12 122.48 105.65
R3 117.02 113.38 103.14
R2 107.92 107.92 102.31
R1 104.28 104.28 101.47 106.10
PP 98.82 98.82 98.82 99.73
S1 95.18 95.18 99.81 97.00
S2 89.72 89.72 98.97
S3 80.62 86.08 98.14
S4 71.52 76.98 95.64
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
5 109.50 93.36 16.14 16.0% 7.00 7.0% 45% False True 242,316
10 110.45 91.11 19.34 19.2% 6.94 6.9% 49% False False 248,244
20 117.58 90.42 27.16 27.0% 5.89 5.9% 38% False False 182,188
40 127.11 90.42 36.69 36.5% 5.13 5.1% 28% False False 116,793
60 148.47 90.42 58.05 57.7% 5.12 5.1% 18% False False 84,945
80 148.47 90.42 58.05 57.7% 4.83 4.8% 18% False False 67,498
100 148.47 90.42 58.05 57.7% 4.61 4.6% 18% False False 56,048
120 148.47 90.42 58.05 57.7% 4.15 4.1% 18% False False 47,177
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 1.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.14
2.618 126.28
1.618 117.18
1.000 111.56
0.618 108.08
HIGH 102.46
0.618 98.98
0.500 97.91
0.382 96.84
LOW 93.36
0.618 87.74
1.000 84.26
1.618 78.64
2.618 69.54
4.250 54.69
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 99.73 100.74
PP 98.82 100.70
S1 97.91 100.67

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

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