NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 105.90 104.95 -0.95 -0.9% 100.00
High 108.44 107.70 -0.74 -0.7% 103.09
Low 104.03 102.55 -1.48 -1.4% 90.66
Close 105.02 107.21 2.19 2.1% 102.54
Range 4.41 5.15 0.74 16.8% 12.43
ATR 5.23 5.22 -0.01 -0.1% 0.00
Volume 172,731 98,574 -74,157 -42.9% 529,628
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.27 119.39 110.04
R3 116.12 114.24 108.63
R2 110.97 110.97 108.15
R1 109.09 109.09 107.68 110.03
PP 105.82 105.82 105.82 106.29
S1 103.94 103.94 106.74 104.88
S2 100.67 100.67 106.27
S3 95.52 98.79 105.79
S4 90.37 93.64 104.38
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
5 109.74 97.10 12.64 11.8% 5.83 5.4% 80% False False 131,615
10 109.74 90.66 19.08 17.8% 5.47 5.1% 87% False False 114,403
20 121.12 90.66 30.46 28.4% 5.22 4.9% 54% False False 88,494
40 129.58 90.66 38.92 36.3% 4.82 4.5% 43% False False 67,464
60 148.60 90.66 57.94 54.0% 4.81 4.5% 29% False False 58,333
80 148.60 90.66 57.94 54.0% 4.85 4.5% 29% False False 53,385
100 148.60 90.66 57.94 54.0% 4.64 4.3% 29% False False 50,846
120 148.60 90.66 57.94 54.0% 4.35 4.1% 29% False False 45,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.59
2.618 121.18
1.618 116.03
1.000 112.85
0.618 110.88
HIGH 107.70
0.618 105.73
0.500 105.13
0.382 104.52
LOW 102.55
0.618 99.37
1.000 97.40
1.618 94.22
2.618 89.07
4.250 80.66
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 106.52 106.72
PP 105.82 106.22
S1 105.13 105.73

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

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