NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 78.04 82.50 4.46 5.7% 91.72
High 82.90 85.28 2.38 2.9% 91.72
Low 78.04 78.66 0.62 0.8% 77.28
Close 81.68 78.95 -2.73 -3.3% 77.99
Range 4.86 6.62 1.76 36.2% 14.44
ATR 5.94 5.99 0.05 0.8% 0.00
Volume 244,901 152,280 -92,621 -37.8% 841,837
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.82 96.51 82.59
R3 94.20 89.89 80.77
R2 87.58 87.58 80.16
R1 83.27 83.27 79.56 82.12
PP 80.96 80.96 80.96 80.39
S1 76.65 76.65 78.34 75.50
S2 74.34 74.34 77.74
S3 67.72 70.03 77.13
S4 61.10 63.41 75.31
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 89.57 77.28 12.29 15.6% 5.81 7.4% 14% False False 198,340
10 102.37 77.28 25.09 31.8% 5.76 7.3% 7% False False 161,487
20 109.74 77.28 32.46 41.1% 6.22 7.9% 5% False False 140,360
40 122.87 77.28 45.59 57.7% 5.53 7.0% 4% False False 98,756
60 134.15 77.28 56.87 72.0% 5.11 6.5% 3% False False 81,419
80 148.60 77.28 71.32 90.3% 5.00 6.3% 2% False False 70,229
100 148.60 77.28 71.32 90.3% 5.00 6.3% 2% False False 64,357
120 148.60 77.28 71.32 90.3% 4.77 6.0% 2% False False 59,428
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 1.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.42
2.618 102.61
1.618 95.99
1.000 91.90
0.618 89.37
HIGH 85.28
0.618 82.75
0.500 81.97
0.382 81.19
LOW 78.66
0.618 74.57
1.000 72.04
1.618 67.95
2.618 61.33
4.250 50.53
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 81.97 81.28
PP 80.96 80.50
S1 79.96 79.73

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

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