NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 111.95 111.47 -0.48 -0.4% 116.29
High 111.95 112.15 0.20 0.2% 121.18
Low 110.25 109.30 -0.95 -0.9% 114.68
Close 111.46 109.99 -1.47 -1.3% 116.94
Range 1.70 2.85 1.15 67.6% 6.50
ATR 3.98 3.89 -0.08 -2.0% 0.00
Volume 10,479 6,574 -3,905 -37.3% 16,257
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.03 117.36 111.56
R3 116.18 114.51 110.77
R2 113.33 113.33 110.51
R1 111.66 111.66 110.25 111.07
PP 110.48 110.48 110.48 110.19
S1 108.81 108.81 109.73 108.22
S2 107.63 107.63 109.47
S3 104.78 105.96 109.21
S4 101.93 103.11 108.42
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 137.10 133.52 120.52
R3 130.60 127.02 118.73
R2 124.10 124.10 118.13
R1 120.52 120.52 117.54 122.31
PP 117.60 117.60 117.60 118.50
S1 114.02 114.02 116.34 115.81
S2 111.10 111.10 115.75
S3 104.60 107.52 115.15
S4 98.10 101.02 113.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.18 107.00 14.18 12.9% 4.62 4.2% 21% False False 5,598
10 123.65 107.00 16.65 15.1% 4.45 4.0% 18% False False 4,250
20 123.65 107.00 16.65 15.1% 3.79 3.4% 18% False False 3,502
40 148.17 107.00 41.17 37.4% 3.42 3.1% 7% False False 3,019
60 148.17 107.00 41.17 37.4% 2.63 2.4% 7% False False 2,356
80 148.17 107.00 41.17 37.4% 2.27 2.1% 7% False False 1,983
100 148.17 107.00 41.17 37.4% 1.90 1.7% 7% False False 1,681
120 148.17 95.99 52.18 47.4% 1.59 1.4% 27% False False 1,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124.26
2.618 119.61
1.618 116.76
1.000 115.00
0.618 113.91
HIGH 112.15
0.618 111.06
0.500 110.73
0.382 110.39
LOW 109.30
0.618 107.54
1.000 106.45
1.618 104.69
2.618 101.84
4.250 97.19
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 110.73 112.60
PP 110.48 111.73
S1 110.24 110.86

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

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