NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 118.13 111.55 -6.58 -5.6% 115.70
High 118.20 111.55 -6.65 -5.6% 121.09
Low 107.61 109.45 1.84 1.7% 114.25
Close 111.55 110.97 -0.58 -0.5% 116.68
Range 10.59 2.10 -8.49 -80.2% 6.84
ATR 4.63 4.45 -0.18 -3.9% 0.00
Volume 9,263 20,315 11,052 119.3% 44,112
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 116.96 116.06 112.13
R3 114.86 113.96 111.55
R2 112.76 112.76 111.36
R1 111.86 111.86 111.16 111.26
PP 110.66 110.66 110.66 110.36
S1 109.76 109.76 110.78 109.16
S2 108.56 108.56 110.59
S3 106.46 107.66 110.39
S4 104.36 105.56 109.82
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 137.86 134.11 120.44
R3 131.02 127.27 118.56
R2 124.18 124.18 117.93
R1 120.43 120.43 117.31 122.31
PP 117.34 117.34 117.34 118.28
S1 113.59 113.59 116.05 115.47
S2 110.50 110.50 115.43
S3 103.66 106.75 114.80
S4 96.82 99.91 112.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.09 107.61 13.48 12.1% 5.04 4.5% 25% False False 12,606
10 123.22 107.61 15.61 14.1% 4.90 4.4% 22% False False 9,298
20 123.22 107.61 15.61 14.1% 4.17 3.8% 22% False False 9,312
40 148.35 107.61 40.74 36.7% 4.30 3.9% 8% False False 7,397
60 148.35 107.61 40.74 36.7% 3.76 3.4% 8% False False 5,964
80 148.35 107.61 40.74 36.7% 3.45 3.1% 8% False False 5,088
100 148.35 106.04 42.31 38.1% 2.96 2.7% 12% False False 4,209
120 148.35 96.69 51.66 46.6% 2.69 2.4% 28% False False 3,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120.48
2.618 117.05
1.618 114.95
1.000 113.65
0.618 112.85
HIGH 111.55
0.618 110.75
0.500 110.50
0.382 110.25
LOW 109.45
0.618 108.15
1.000 107.35
1.618 106.05
2.618 103.95
4.250 100.53
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 110.81 114.22
PP 110.66 113.13
S1 110.50 112.05

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

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