NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 110.51 108.61 -1.90 -1.7% 117.69
High 112.90 109.07 -3.83 -3.4% 117.98
Low 107.66 106.22 -1.44 -1.3% 106.22
Close 109.00 107.18 -1.82 -1.7% 107.18
Range 5.24 2.85 -2.39 -45.6% 11.76
ATR 4.91 4.76 -0.15 -3.0% 0.00
Volume 57,565 50,305 -7,260 -12.6% 240,786
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 116.04 114.46 108.75
R3 113.19 111.61 107.96
R2 110.34 110.34 107.70
R1 108.76 108.76 107.44 108.13
PP 107.49 107.49 107.49 107.17
S1 105.91 105.91 106.92 105.28
S2 104.64 104.64 106.66
S3 101.79 103.06 106.40
S4 98.94 100.21 105.61
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 145.74 138.22 113.65
R3 133.98 126.46 110.41
R2 122.22 122.22 109.34
R1 114.70 114.70 108.26 112.58
PP 110.46 110.46 110.46 109.40
S1 102.94 102.94 106.10 100.82
S2 98.70 98.70 105.02
S3 86.94 91.18 103.95
S4 75.18 79.42 100.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.44 106.22 13.22 12.3% 5.14 4.8% 7% False True 57,569
10 122.78 106.22 16.56 15.5% 5.06 4.7% 6% False True 51,900
20 122.87 106.22 16.65 15.5% 4.65 4.3% 6% False True 48,457
40 148.60 106.22 42.38 39.5% 4.80 4.5% 2% False True 46,690
60 148.60 106.22 42.38 39.5% 4.60 4.3% 2% False True 42,551
80 148.60 106.22 42.38 39.5% 4.69 4.4% 2% False True 43,186
100 148.60 106.22 42.38 39.5% 4.36 4.1% 2% False True 39,685
120 148.60 95.83 52.77 49.2% 4.09 3.8% 22% False False 36,499
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 1.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.18
2.618 116.53
1.618 113.68
1.000 111.92
0.618 110.83
HIGH 109.07
0.618 107.98
0.500 107.65
0.382 107.31
LOW 106.22
0.618 104.46
1.000 103.37
1.618 101.61
2.618 98.76
4.250 94.11
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 107.65 109.56
PP 107.49 108.77
S1 107.34 107.97

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

View Archives - Comment on this page... - Back to Index of Symbols