NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 95.80 101.83 6.03 6.3% 102.66
High 102.07 102.55 0.48 0.5% 109.36
Low 93.79 95.40 1.61 1.7% 102.61
Close 100.51 98.00 -2.51 -2.5% 106.16
Range 8.28 7.15 -1.13 -13.6% 6.75
ATR 5.40 5.52 0.13 2.3% 0.00
Volume 31,032 27,186 -3,846 -12.4% 184,710
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 120.10 116.20 101.93
R3 112.95 109.05 99.97
R2 105.80 105.80 99.31
R1 101.90 101.90 98.66 100.28
PP 98.65 98.65 98.65 97.84
S1 94.75 94.75 97.34 93.13
S2 91.50 91.50 96.69
S3 84.35 87.60 96.03
S4 77.20 80.45 94.07
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
5 107.36 93.79 13.57 13.8% 6.89 7.0% 31% False False 28,086
10 109.36 93.79 15.57 15.9% 6.23 6.4% 27% False False 31,867
20 111.84 91.11 20.73 21.2% 5.11 5.2% 33% False False 25,326
40 123.22 91.11 32.11 32.8% 4.64 4.7% 21% False False 17,319
60 148.35 91.11 57.24 58.4% 4.57 4.7% 12% False False 13,373
80 148.35 91.11 57.24 58.4% 4.09 4.2% 12% False False 10,804
100 148.35 91.11 57.24 58.4% 3.79 3.9% 12% False False 9,135
120 148.35 91.11 57.24 58.4% 3.32 3.4% 12% False False 7,729
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 1.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132.94
2.618 121.27
1.618 114.12
1.000 109.70
0.618 106.97
HIGH 102.55
0.618 99.82
0.500 98.98
0.382 98.13
LOW 95.40
0.618 90.98
1.000 88.25
1.618 83.83
2.618 76.68
4.250 65.01
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 98.98 99.81
PP 98.65 99.20
S1 98.33 98.60

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

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