NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	96.84	97.60	0.76	0.8%	100.00
High	101.86	103.09	1.23	1.2%	103.09
Low	95.41	97.10	1.69	1.8%	90.66
Close	97.60	102.54	4.94	5.1%	102.54
Range	6.45	5.99	-0.46	-7.1%	12.43
ATR	4.99	5.06	0.07	1.4%	0.00
Volume	121,310	109,851	-11,459	-9.4%	529,628

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.88	116.70	105.83
R3	112.89	110.71	104.19
R2	106.90	106.90	103.64
R1	104.72	104.72	103.09	105.81
PP	100.91	100.91	100.91	101.46
S1	98.73	98.73	101.99	99.82
S2	94.92	94.92	101.44
S3	88.93	92.74	100.89
S4	82.94	86.75	99.25

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	136.05	131.73	109.38
R3	123.62	119.30	105.96
R2	111.19	111.19	104.82
R1	106.87	106.87	103.68	109.03
PP	98.76	98.76	98.76	99.85
S1	94.44	94.44	101.40	96.60
S2	86.33	86.33	100.26
S3	73.90	82.01	99.12
S4	61.47	69.58	95.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.09	90.66	12.43	12.1%	5.77	5.6%	96%	True	False	105,925
10	110.98	90.66	20.32	19.8%	4.93	4.8%	58%	False	False	87,298
20	122.78	90.66	32.12	31.3%	4.99	4.9%	37%	False	False	69,599
40	129.58	90.66	38.92	38.0%	4.68	4.6%	31%	False	False	58,817
60	148.60	90.66	57.94	56.5%	4.67	4.6%	21%	False	False	51,554
80	148.60	90.66	57.94	56.5%	4.73	4.6%	21%	False	False	48,243
100	148.60	90.66	57.94	56.5%	4.58	4.5%	21%	False	False	46,327
120	148.60	90.66	57.94	56.5%	4.24	4.1%	21%	False	False	41,906

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	1.00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128.55
2.618	118.77
1.618	112.78
1.000	109.08
0.618	106.79
HIGH	103.09
0.618	100.80
0.500	100.10
0.382	99.39
LOW	97.10
0.618	93.40
1.000	91.11
1.618	87.41
2.618	81.42
4.250	71.64

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	101.73	100.75
PP	100.91	98.96
S1	100.10	97.17

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