NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 02-Oct-2008
Day Change Summary
Previous Current
01-Oct-2008 02-Oct-2008 Change Change % Previous Week
Open 101.86 98.73 -3.13 -3.1% 102.48
High 102.84 100.37 -2.47 -2.4% 110.45
Low 95.95 93.56 -2.39 -2.5% 101.98
Close 98.53 93.97 -4.56 -4.6% 106.89
Range 6.89 6.81 -0.08 -1.2% 8.47
ATR 6.07 6.13 0.05 0.9% 0.00
Volume 252,740 280,295 27,555 10.9% 1,421,593
Daily Pivots for day following 02-Oct-2008
Classic Woodie Camarilla DeMark
R4 116.40 111.99 97.72
R3 109.59 105.18 95.84
R2 102.78 102.78 95.22
R1 98.37 98.37 94.59 97.17
PP 95.97 95.97 95.97 95.37
S1 91.56 91.56 93.35 90.36
S2 89.16 89.16 92.72
S3 82.35 84.75 92.10
S4 75.54 77.94 90.22
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
5 108.11 93.36 14.75 15.7% 7.71 8.2% 4% False False 239,034
10 110.45 93.36 17.09 18.2% 7.04 7.5% 4% False False 258,394
20 111.04 90.42 20.62 21.9% 5.85 6.2% 17% False False 199,935
40 122.43 90.42 32.01 34.1% 5.23 5.6% 11% False False 128,605
60 148.47 90.42 58.05 61.8% 5.17 5.5% 6% False False 93,183
80 148.47 90.42 58.05 61.8% 4.88 5.2% 6% False False 73,534
100 148.47 90.42 58.05 61.8% 4.72 5.0% 6% False False 61,242
120 148.47 90.42 58.05 61.8% 4.26 4.5% 6% False False 51,593
Crabel Price Patterns
NR True
NR4 True
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 1.12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129.31
2.618 118.20
1.618 111.39
1.000 107.18
0.618 104.58
HIGH 100.37
0.618 97.77
0.500 96.97
0.382 96.16
LOW 93.56
0.618 89.35
1.000 86.75
1.618 82.54
2.618 75.73
4.250 64.62
Fisher Pivots for day following 02-Oct-2008
Pivot 1 day 3 day
R1 96.97 98.10
PP 95.97 96.72
S1 94.97 95.35

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

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