NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 106.81 105.10 -1.71 -1.6% 102.66
High 107.05 105.82 -1.23 -1.1% 109.36
Low 103.57 95.05 -8.52 -8.2% 102.61
Close 106.16 96.37 -9.79 -9.2% 106.16
Range 3.48 10.77 7.29 209.5% 6.75
ATR 4.72 5.18 0.46 9.7% 0.00
Volume 33,496 23,169 -10,327 -30.8% 184,710
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.39 124.65 102.29
R3 120.62 113.88 99.33
R2 109.85 109.85 98.34
R1 103.11 103.11 97.36 101.10
PP 99.08 99.08 99.08 98.07
S1 92.34 92.34 95.38 90.33
S2 88.31 88.31 94.40
S3 77.54 81.57 93.41
S4 66.77 70.80 90.45
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
5 108.84 95.05 13.79 14.3% 5.75 6.0% 10% False True 36,911
10 109.36 91.11 18.25 18.9% 5.63 5.8% 29% False False 32,555
20 118.20 91.11 27.09 28.1% 4.98 5.2% 19% False False 23,894
40 127.84 91.11 36.73 38.1% 4.48 4.6% 14% False False 16,182
60 148.35 91.11 57.24 59.4% 4.41 4.6% 9% False False 12,523
80 148.35 91.11 57.24 59.4% 3.94 4.1% 9% False False 10,166
100 148.35 91.11 57.24 59.4% 3.65 3.8% 9% False False 8,584
120 148.35 91.11 57.24 59.4% 3.20 3.3% 9% False False 7,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.05
Widest range in 261 trading days
Fibonacci Retracements and Extensions
4.250 151.59
2.618 134.02
1.618 123.25
1.000 116.59
0.618 112.48
HIGH 105.82
0.618 101.71
0.500 100.44
0.382 99.16
LOW 95.05
0.618 88.39
1.000 84.28
1.618 77.62
2.618 66.85
4.250 49.28
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 100.44 101.21
PP 99.08 99.59
S1 97.73 97.98

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

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