NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 23-Sep-2008

Day Change Summary
	Previous	Current
	22-Sep-2008	23-Sep-2008	Change	Change %	Previous Week
Open	102.66	108.54	5.88	5.7%	101.25
High	109.36	108.84	-0.52	-0.5%	103.04
Low	102.66	103.14	0.48	0.5%	91.11
Close	108.78	105.10	-3.68	-3.4%	102.57
Range	6.70	5.70	-1.00	-14.9%	11.93
ATR	4.81	4.87	0.06	1.3%	0.00
Volume	23,320	48,390	25,070	107.5%	135,604

Daily Pivots for day following 23-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.79	119.65	108.24
R3	117.09	113.95	106.67
R2	111.39	111.39	106.15
R1	108.25	108.25	105.62	106.97
PP	105.69	105.69	105.69	105.06
S1	102.55	102.55	104.58	101.27
S2	99.99	99.99	104.06
S3	94.29	96.85	103.53
S4	88.59	91.15	101.97

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	134.70	130.56	109.13
R3	122.77	118.63	105.85
R2	110.84	110.84	104.76
R1	106.70	106.70	103.66	108.77
PP	98.91	98.91	98.91	99.94
S1	94.77	94.77	101.48	96.84
S2	86.98	86.98	100.38
S3	75.05	82.84	99.29
S4	63.12	70.91	96.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.36	91.52	17.84	17.0%	5.94	5.7%	76%	False	False	33,352
10	109.36	91.11	18.25	17.4%	4.88	4.6%	77%	False	False	26,439
20	121.09	91.11	29.98	28.5%	4.68	4.5%	47%	False	False	18,871
40	129.52	91.11	38.41	36.5%	4.42	4.2%	36%	False	False	13,378
60	148.35	91.11	57.24	54.5%	4.16	4.0%	24%	False	False	10,593
80	148.35	91.11	57.24	54.5%	3.86	3.7%	24%	False	False	8,548
100	148.35	91.11	57.24	54.5%	3.49	3.3%	24%	False	False	7,269
120	148.35	91.11	57.24	54.5%	3.09	2.9%	24%	False	False	6,142

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.73
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133.07
2.618	123.76
1.618	118.06
1.000	114.54
0.618	112.36
HIGH	108.84
0.618	106.66
0.500	105.99
0.382	105.32
LOW	103.14
0.618	99.62
1.000	97.44
1.618	93.92
2.618	88.22
4.250	78.92

Fisher Pivots for day following 23-Sep-2008
Pivot	1 day	3 day
R1	105.99	104.54
PP	105.69	103.99
S1	105.40	103.43

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