NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 87.58 88.25 0.67 0.8% 105.98
High 91.45 89.57 -1.88 -2.1% 105.98
Low 86.40 84.82 -1.58 -1.8% 90.55
Close 88.71 88.43 -0.28 -0.3% 93.01
Range 5.05 4.75 -0.30 -5.9% 15.43
ATR 5.90 5.82 -0.08 -1.4% 0.00
Volume 138,776 193,234 54,458 39.2% 551,934
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 101.86 99.89 91.04
R3 97.11 95.14 89.74
R2 92.36 92.36 89.30
R1 90.39 90.39 88.87 91.38
PP 87.61 87.61 87.61 88.10
S1 85.64 85.64 87.99 86.63
S2 82.86 82.86 87.56
S3 78.11 80.89 87.12
S4 73.36 76.14 85.82
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 142.80 133.34 101.50
R3 127.37 117.91 97.25
R2 111.94 111.94 95.84
R1 102.48 102.48 94.42 99.50
PP 96.51 96.51 96.51 95.02
S1 87.05 87.05 91.60 84.07
S2 81.08 81.08 90.18
S3 65.65 71.62 88.77
S4 50.22 56.19 84.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.50 84.82 14.68 16.6% 5.25 5.9% 25% False True 140,801
10 107.70 84.82 22.88 25.9% 6.36 7.2% 16% False True 118,930
20 109.74 84.82 24.92 28.2% 5.84 6.6% 14% False True 115,885
40 122.87 84.82 38.05 43.0% 5.30 6.0% 9% False True 82,852
60 141.00 84.82 56.18 63.5% 5.06 5.7% 6% False True 71,224
80 148.60 84.82 63.78 72.1% 4.93 5.6% 6% False True 61,944
100 148.60 84.82 63.78 72.1% 4.95 5.6% 6% False True 58,713
120 148.60 84.82 63.78 72.1% 4.67 5.3% 6% False True 53,473
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 1.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.76
2.618 102.01
1.618 97.26
1.000 94.32
0.618 92.51
HIGH 89.57
0.618 87.76
0.500 87.20
0.382 86.63
LOW 84.82
0.618 81.88
1.000 80.07
1.618 77.13
2.618 72.38
4.250 64.63
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 88.02 88.38
PP 87.61 88.32
S1 87.20 88.27

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

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