NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 84.93 80.12 -4.81 -5.7% 92.50
High 85.13 82.52 -2.61 -3.1% 93.02
Low 77.09 79.45 2.36 3.1% 77.09
Close 77.70 81.19 3.49 4.5% 77.70
Range 8.04 3.07 -4.97 -61.8% 15.93
ATR 6.15 6.06 -0.10 -1.5% 0.00
Volume 248,211 363,996 115,785 46.6% 1,451,443
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.26 88.80 82.88
R3 87.19 85.73 82.03
R2 84.12 84.12 81.75
R1 82.66 82.66 81.47 83.39
PP 81.05 81.05 81.05 81.42
S1 79.59 79.59 80.91 80.32
S2 77.98 77.98 80.63
S3 74.91 76.52 80.35
S4 71.84 73.45 79.50
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 130.39 119.98 86.46
R3 114.46 104.05 82.08
R2 98.53 98.53 80.62
R1 88.12 88.12 79.16 85.36
PP 82.60 82.60 82.60 81.23
S1 72.19 72.19 76.24 69.43
S2 66.67 66.67 74.78
S3 50.74 56.26 73.32
S4 34.81 40.33 68.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.02 77.09 15.93 19.6% 5.37 6.6% 26% False False 315,291
10 102.84 77.09 25.75 31.7% 5.95 7.3% 16% False False 282,026
20 110.45 77.09 33.36 41.1% 6.19 7.6% 12% False False 261,278
40 122.43 77.09 45.34 55.8% 5.47 6.7% 9% False False 170,303
60 133.82 77.09 56.73 69.9% 5.07 6.2% 7% False False 124,852
80 148.47 77.09 71.38 87.9% 4.95 6.1% 6% False False 97,730
100 148.47 77.09 71.38 87.9% 4.88 6.0% 6% False False 81,168
120 148.47 77.09 71.38 87.9% 4.49 5.5% 6% False False 68,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.14
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 95.57
2.618 90.56
1.618 87.49
1.000 85.59
0.618 84.42
HIGH 82.52
0.618 81.35
0.500 80.99
0.382 80.62
LOW 79.45
0.618 77.55
1.000 76.38
1.618 74.48
2.618 71.41
4.250 66.40
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 81.12 83.46
PP 81.05 82.70
S1 80.99 81.95

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

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