NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 10-Sep-2008

Day Change Summary
	Previous	Current
	09-Sep-2008	10-Sep-2008	Change	Change %	Previous Week
Open	107.31	102.66	-4.65	-4.3%	117.69
High	107.35	105.35	-2.00	-1.9%	117.98
Low	102.33	101.80	-0.53	-0.5%	106.22
Close	103.74	102.92	-0.82	-0.8%	107.18
Range	5.02	3.55	-1.47	-29.3%	11.76
ATR	4.83	4.74	-0.09	-1.9%	0.00
Volume	57,987	83,521	25,534	44.0%	240,786

Daily Pivots for day following 10-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.01	112.01	104.87
R3	110.46	108.46	103.90
R2	106.91	106.91	103.57
R1	104.91	104.91	103.25	105.91
PP	103.36	103.36	103.36	103.86
S1	101.36	101.36	102.59	102.36
S2	99.81	99.81	102.27
S3	96.26	97.81	101.94
S4	92.71	94.26	100.97

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	101.80	11.10	10.8%	4.43	4.3%	10%	False	True	60,418
10	121.12	101.80	19.32	18.8%	4.95	4.8%	6%	False	True	59,425
20	122.87	101.80	21.07	20.5%	4.77	4.6%	5%	False	True	49,819
40	141.00	101.80	39.20	38.1%	4.66	4.5%	3%	False	True	48,893
60	148.60	101.80	46.80	45.5%	4.63	4.5%	2%	False	True	43,964
80	148.60	101.80	46.80	45.5%	4.72	4.6%	2%	False	True	44,420
100	148.60	101.80	46.80	45.5%	4.43	4.3%	2%	False	True	40,991
120	148.60	96.62	51.98	50.5%	4.13	4.0%	12%	False	False	37,421

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	1.04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120.44
2.618	114.64
1.618	111.09
1.000	108.90
0.618	107.54
HIGH	105.35
0.618	103.99
0.500	103.58
0.382	103.16
LOW	101.80
0.618	99.61
1.000	98.25
1.618	96.06
2.618	92.51
4.250	86.71

Fisher Pivots for day following 10-Sep-2008
Pivot	1 day	3 day
R1	103.58	106.39
PP	103.36	105.23
S1	103.14	104.08

Download as Excel Spreadsheet

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

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