NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 26-Sep-2008

Day Change Summary
	Previous	Current
	25-Sep-2008	26-Sep-2008	Change	Change %	Previous Week
Open	104.70	106.81	2.11	2.0%	102.66
High	107.36	107.05	-0.31	-0.3%	109.36
Low	102.61	103.57	0.96	0.9%	102.61
Close	107.11	106.16	-0.95	-0.9%	106.16
Range	4.75	3.48	-1.27	-26.7%	6.75
ATR	4.81	4.72	-0.09	-1.9%	0.00
Volume	25,551	33,496	7,945	31.1%	184,710

Daily Pivots for day following 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.03	114.58	108.07
R3	112.55	111.10	107.12
R2	109.07	109.07	106.80
R1	107.62	107.62	106.48	106.61
PP	105.59	105.59	105.59	105.09
S1	104.14	104.14	105.84	103.13
S2	102.11	102.11	105.52
S3	98.63	100.66	105.20
S4	95.15	97.18	104.25

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	126.29	122.98	109.87
R3	119.54	116.23	108.02
R2	112.79	112.79	107.40
R1	109.48	109.48	106.78	111.14
PP	106.04	106.04	106.04	106.87
S1	102.73	102.73	105.54	104.39
S2	99.29	99.29	104.92
S3	92.54	95.98	104.30
S4	85.79	89.23	102.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.36	102.61	6.75	6.4%	4.94	4.7%	53%	False	False	36,942
10	109.36	91.11	18.25	17.2%	5.22	4.9%	82%	False	False	32,031
20	120.82	91.11	29.71	28.0%	4.65	4.4%	51%	False	False	23,284
40	129.52	91.11	38.41	36.2%	4.35	4.1%	39%	False	False	15,786
60	148.35	91.11	57.24	53.9%	4.24	4.0%	26%	False	False	12,254
80	148.35	91.11	57.24	53.9%	3.90	3.7%	26%	False	False	9,894
100	148.35	91.11	57.24	53.9%	3.56	3.4%	26%	False	False	8,372
120	148.35	91.11	57.24	53.9%	3.13	2.9%	26%	False	False	7,068

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.98
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121.84
2.618	116.16
1.618	112.68
1.000	110.53
0.618	109.20
HIGH	107.05
0.618	105.72
0.500	105.31
0.382	104.90
LOW	103.57
0.618	101.42
1.000	100.09
1.618	97.94
2.618	94.46
4.250	88.78

Fisher Pivots for day following 26-Sep-2008
Pivot	1 day	3 day
R1	105.88	105.89
PP	105.59	105.62
S1	105.31	105.36

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