NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 103.45 103.98 0.53 0.5% 117.83
High 105.86 104.55 -1.31 -1.2% 118.20
Low 103.10 101.50 -1.60 -1.6% 107.00
Close 103.63 101.94 -1.69 -1.6% 108.12
Range 2.76 3.05 0.29 10.5% 11.20
ATR 3.67 3.62 -0.04 -1.2% 0.00
Volume 8,338 7,786 -552 -6.6% 25,577
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 111.81 109.93 103.62
R3 108.76 106.88 102.78
R2 105.71 105.71 102.50
R1 103.83 103.83 102.22 103.25
PP 102.66 102.66 102.66 102.37
S1 100.78 100.78 101.66 100.20
S2 99.61 99.61 101.38
S3 96.56 97.73 101.10
S4 93.51 94.68 100.26
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 144.71 137.61 114.28
R3 133.51 126.41 111.20
R2 122.31 122.31 110.17
R1 115.21 115.21 109.15 113.16
PP 111.11 111.11 111.11 110.08
S1 104.01 104.01 107.09 101.96
S2 99.91 99.91 106.07
S3 88.71 92.81 105.04
S4 77.51 81.61 101.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.60 101.50 9.10 8.9% 2.93 2.9% 5% False True 6,779
10 121.18 101.50 19.68 19.3% 3.78 3.7% 2% False True 6,188
20 123.65 101.50 22.15 21.7% 3.75 3.7% 2% False True 4,253
40 138.64 101.50 37.14 36.4% 3.41 3.3% 1% False True 3,609
60 148.17 101.50 46.67 45.8% 2.80 2.7% 1% False True 2,831
80 148.17 101.50 46.67 45.8% 2.36 2.3% 1% False True 2,362
100 148.17 101.50 46.67 45.8% 2.04 2.0% 1% False True 2,000
120 148.17 95.99 52.18 51.2% 1.71 1.7% 11% False False 1,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.51
2.618 112.53
1.618 109.48
1.000 107.60
0.618 106.43
HIGH 104.55
0.618 103.38
0.500 103.03
0.382 102.67
LOW 101.50
0.618 99.62
1.000 98.45
1.618 96.57
2.618 93.52
4.250 88.54
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 103.03 104.43
PP 102.66 103.60
S1 102.30 102.77

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

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