NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 10-Oct-2008

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	88.57	85.17	-3.40	-3.8%	90.51
High	89.21	85.23	-3.98	-4.5%	91.45
Low	84.48	77.93	-6.55	-7.8%	77.93
Close	86.91	78.34	-8.57	-9.9%	78.34
Range	4.73	7.30	2.57	54.3%	13.52
ATR	5.40	5.65	0.26	4.7%	0.00
Volume	59,577	43,623	-15,954	-26.8%	215,798

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	102.40	97.67	82.36
R3	95.10	90.37	80.35
R2	87.80	87.80	79.68
R1	83.07	83.07	79.01	81.79
PP	80.50	80.50	80.50	79.86
S1	75.77	75.77	77.67	74.49
S2	73.20	73.20	77.00
S3	65.90	68.47	76.33
S4	58.60	61.17	74.33

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.13	114.26	85.78
R3	109.61	100.74	82.06
R2	96.09	96.09	80.82
R1	87.22	87.22	79.58	84.90
PP	82.57	82.57	82.57	81.41
S1	73.70	73.70	77.10	71.38
S2	69.05	69.05	75.86
S3	55.53	60.18	74.62
S4	42.01	46.66	70.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.45	77.93	13.52	17.3%	5.33	6.8%	3%	False	True	43,159
10	105.82	77.93	27.89	35.6%	6.35	8.1%	1%	False	True	36,457
20	109.36	77.93	31.43	40.1%	5.78	7.4%	1%	False	True	34,244
40	123.22	77.93	45.29	57.8%	4.98	6.4%	1%	False	True	22,466
60	134.20	77.93	56.27	71.8%	4.60	5.9%	1%	False	True	17,563
80	148.35	77.93	70.42	89.9%	4.25	5.4%	1%	False	True	14,116
100	148.35	77.93	70.42	89.9%	4.01	5.1%	1%	False	True	11,832
120	148.35	77.93	70.42	89.9%	3.58	4.6%	1%	False	True	10,063

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	0.92
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	116.26
2.618	104.34
1.618	97.04
1.000	92.53
0.618	89.74
HIGH	85.23
0.618	82.44
0.500	81.58
0.382	80.72
LOW	77.93
0.618	73.42
1.000	70.63
1.618	66.12
2.618	58.82
4.250	46.91

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	81.58	83.57
PP	80.50	81.83
S1	79.42	80.08

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