NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 95.31 101.50 6.19 6.5% 102.56
High 103.45 102.37 -1.08 -1.0% 109.74
Low 93.22 95.27 2.05 2.2% 101.80
Close 100.26 97.92 -2.34 -2.3% 106.18
Range 10.23 7.10 -3.13 -30.6% 7.94
ATR 5.90 5.98 0.09 1.5% 0.00
Volume 102,630 112,399 9,769 9.5% 646,473
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 119.82 115.97 101.83
R3 112.72 108.87 99.87
R2 105.62 105.62 99.22
R1 101.77 101.77 98.57 100.15
PP 98.52 98.52 98.52 97.71
S1 94.67 94.67 97.27 93.05
S2 91.42 91.42 96.62
S3 84.32 87.57 95.97
S4 77.22 80.47 94.02
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 129.73 125.89 110.55
R3 121.79 117.95 108.36
R2 113.85 113.85 107.64
R1 110.01 110.01 106.91 111.93
PP 105.91 105.91 105.91 106.87
S1 102.07 102.07 105.45 103.99
S2 97.97 97.97 104.72
S3 90.03 94.13 104.00
S4 82.09 86.19 101.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.70 93.22 14.48 14.8% 7.47 7.6% 32% False False 97,059
10 109.74 93.22 16.52 16.9% 6.78 6.9% 28% False False 116,610
20 112.90 90.66 22.24 22.7% 5.64 5.8% 33% False False 95,790
40 122.87 90.66 32.21 32.9% 5.10 5.2% 23% False False 72,533
60 148.60 90.66 57.94 59.2% 5.09 5.2% 13% False False 62,508
80 148.60 90.66 57.94 59.2% 4.91 5.0% 13% False False 55,605
100 148.60 90.66 57.94 59.2% 4.85 4.9% 13% False False 53,271
120 148.60 90.66 57.94 59.2% 4.54 4.6% 13% False False 48,334
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.55
2.618 120.96
1.618 113.86
1.000 109.47
0.618 106.76
HIGH 102.37
0.618 99.66
0.500 98.82
0.382 97.98
LOW 95.27
0.618 90.88
1.000 88.17
1.618 83.78
2.618 76.68
4.250 65.10
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 98.82 99.60
PP 98.52 99.04
S1 98.22 98.48

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

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