NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 108.01 107.31 -0.70 -0.6% 117.69
High 110.98 107.35 -3.63 -3.3% 117.98
Low 105.48 102.33 -3.15 -3.0% 106.22
Close 107.03 103.74 -3.29 -3.1% 107.18
Range 5.50 5.02 -0.48 -8.7% 11.76
ATR 4.81 4.83 0.01 0.3% 0.00
Volume 52,715 57,987 5,272 10.0% 240,786
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.53 116.66 106.50
R3 114.51 111.64 105.12
R2 109.49 109.49 104.66
R1 106.62 106.62 104.20 105.55
PP 104.47 104.47 104.47 103.94
S1 101.60 101.60 103.28 100.53
S2 99.45 99.45 102.82
S3 94.43 96.58 102.36
S4 89.41 91.56 100.98
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
5 112.90 102.33 10.57 10.2% 4.28 4.1% 13% False True 61,760
10 121.12 102.33 18.79 18.1% 5.12 4.9% 8% False True 52,718
20 122.87 102.33 20.54 19.8% 4.77 4.6% 7% False True 47,869
40 148.03 102.33 45.70 44.1% 4.83 4.7% 3% False True 47,376
60 148.60 102.33 46.27 44.6% 4.62 4.5% 3% False True 43,122
80 148.60 102.33 46.27 44.6% 4.71 4.5% 3% False True 43,807
100 148.60 102.33 46.27 44.6% 4.41 4.3% 3% False True 40,366
120 148.60 96.62 51.98 50.1% 4.12 4.0% 14% False False 36,964
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 1.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.69
2.618 120.49
1.618 115.47
1.000 112.37
0.618 110.45
HIGH 107.35
0.618 105.43
0.500 104.84
0.382 104.25
LOW 102.33
0.618 99.23
1.000 97.31
1.618 94.21
2.618 89.19
4.250 81.00
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 104.84 106.66
PP 104.47 105.68
S1 104.11 104.71

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

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