NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 64.78 62.24 -2.54 -3.9% 72.70
High 65.77 65.20 -0.57 -0.9% 76.24
Low 61.30 61.61 0.31 0.5% 62.65
Close 63.22 62.73 -0.49 -0.8% 64.15
Range 4.47 3.59 -0.88 -19.7% 13.59
ATR 5.60 5.46 -0.14 -2.6% 0.00
Volume 253,812 234,150 -19,662 -7.7% 1,188,572
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 73.95 71.93 64.70
R3 70.36 68.34 63.72
R2 66.77 66.77 63.39
R1 64.75 64.75 63.06 65.76
PP 63.18 63.18 63.18 63.69
S1 61.16 61.16 62.40 62.17
S2 59.59 59.59 62.07
S3 56.00 57.57 61.74
S4 52.41 53.98 60.76
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.45 99.89 71.62
R3 94.86 86.30 67.89
R2 81.27 81.27 66.64
R1 72.71 72.71 65.40 70.20
PP 67.68 67.68 67.68 66.42
S1 59.12 59.12 62.90 56.61
S2 54.09 54.09 61.66
S3 40.50 45.53 60.41
S4 26.91 31.94 56.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.80 61.30 10.50 16.7% 4.81 7.7% 14% False False 250,032
10 79.54 61.30 18.24 29.1% 5.00 8.0% 8% False False 222,972
20 102.37 61.30 41.07 65.5% 5.38 8.6% 3% False False 192,230
40 112.90 61.30 51.60 82.3% 5.40 8.6% 3% False False 143,456
60 122.87 61.30 61.57 98.2% 5.13 8.2% 2% False False 111,255
80 148.60 61.30 87.30 139.2% 5.16 8.2% 2% False False 94,054
100 148.60 61.30 87.30 139.2% 4.99 8.0% 2% False False 82,185
120 148.60 61.30 87.30 139.2% 4.90 7.8% 2% False False 75,837
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.46
2.618 74.60
1.618 71.01
1.000 68.79
0.618 67.42
HIGH 65.20
0.618 63.83
0.500 63.41
0.382 62.98
LOW 61.61
0.618 59.39
1.000 58.02
1.618 55.80
2.618 52.21
4.250 46.35
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 63.41 65.40
PP 63.18 64.51
S1 62.96 63.62

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

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