NYMEX Light Sweet Crude Oil Future December 2008

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

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	88.40	84.95	-3.45	-3.9%	91.72
High	89.28	85.03	-4.25	-4.8%	91.72
Low	84.22	77.28	-6.94	-8.2%	77.28
Close	86.62	77.99	-8.63	-10.0%	77.99
Range	5.06	7.75	2.69	53.2%	14.44
ATR	5.77	6.02	0.26	4.4%	0.00
Volume	228,079	173,210	-54,869	-24.1%	841,837

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	103.35	98.42	82.25
R3	95.60	90.67	80.12
R2	87.85	87.85	79.41
R1	82.92	82.92	78.70	81.51
PP	80.10	80.10	80.10	79.40
S1	75.17	75.17	77.28	73.76
S2	72.35	72.35	76.57
S3	64.60	67.42	75.86
S4	56.85	59.67	73.73

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	125.65	116.26	85.93
R3	111.21	101.82	81.96
R2	96.77	96.77	80.64
R1	87.38	87.38	79.31	84.86
PP	82.33	82.33	82.33	81.07
S1	72.94	72.94	76.67	70.42
S2	67.89	67.89	75.34
S3	53.45	58.50	74.02
S4	39.01	44.06	70.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.72	77.28	14.44	18.5%	5.57	7.1%	5%	False	True	168,367
10	105.98	77.28	28.70	36.8%	6.75	8.7%	2%	False	True	139,377
20	109.74	77.28	32.46	41.6%	6.16	7.9%	2%	False	True	128,493
40	122.87	77.28	45.59	58.5%	5.41	6.9%	2%	False	True	90,519
60	134.20	77.28	56.92	73.0%	5.04	6.5%	1%	False	True	76,407
80	148.60	77.28	71.32	91.4%	4.97	6.4%	1%	False	True	66,040
100	148.60	77.28	71.32	91.4%	4.98	6.4%	1%	False	True	61,816
120	148.60	77.28	71.32	91.4%	4.74	6.1%	1%	False	True	56,477

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.96
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	117.97
2.618	105.32
1.618	97.57
1.000	92.78
0.618	89.82
HIGH	85.03
0.618	82.07
0.500	81.16
0.382	80.24
LOW	77.28
0.618	72.49
1.000	69.53
1.618	64.74
2.618	56.99
4.250	44.34

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	81.16	83.43
PP	80.10	81.61
S1	79.05	79.80

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