NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 105.75 104.70 -1.05 -1.0% 101.25
High 108.10 107.36 -0.74 -0.7% 103.04
Low 104.04 102.61 -1.43 -1.4% 91.11
Close 104.91 107.11 2.20 2.1% 102.57
Range 4.06 4.75 0.69 17.0% 11.93
ATR 4.82 4.81 0.00 -0.1% 0.00
Volume 53,953 25,551 -28,402 -52.6% 135,604
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.94 118.28 109.72
R3 115.19 113.53 108.42
R2 110.44 110.44 107.98
R1 108.78 108.78 107.55 109.61
PP 105.69 105.69 105.69 106.11
S1 104.03 104.03 106.67 104.86
S2 100.94 100.94 106.24
S3 96.19 99.28 105.80
S4 91.44 94.53 104.50
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 97.50 11.86 11.1% 5.35 5.0% 81% False False 35,823
10 109.36 91.11 18.25 17.0% 5.13 4.8% 88% False False 30,543
20 121.09 91.11 29.98 28.0% 4.75 4.4% 53% False False 22,241
40 129.52 91.11 38.41 35.9% 4.37 4.1% 42% False False 15,103
60 148.35 91.11 57.24 53.4% 4.21 3.9% 28% False False 11,814
80 148.35 91.11 57.24 53.4% 3.91 3.7% 28% False False 9,492
100 148.35 91.11 57.24 53.4% 3.55 3.3% 28% False False 8,052
120 148.35 91.11 57.24 53.4% 3.14 2.9% 28% False False 6,800
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 1.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.55
2.618 119.80
1.618 115.05
1.000 112.11
0.618 110.30
HIGH 107.36
0.618 105.55
0.500 104.99
0.382 104.42
LOW 102.61
0.618 99.67
1.000 97.86
1.618 94.92
2.618 90.17
4.250 82.42
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 106.40 106.65
PP 105.69 106.19
S1 104.99 105.73

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

View Archives - Comment on this page... - Back to Index of Symbols