NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 97.08 97.73 0.65 0.7% 100.31
High 100.47 103.21 2.74 2.7% 103.21
Low 95.50 97.54 2.04 2.1% 91.70
Close 97.89 102.69 4.80 4.9% 102.69
Range 4.97 5.67 0.70 14.1% 11.51
ATR 4.03 4.14 0.12 2.9% 0.00
Volume 8,713 10,257 1,544 17.7% 42,466
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.16 116.09 105.81
R3 112.49 110.42 104.25
R2 106.82 106.82 103.73
R1 104.75 104.75 103.21 105.79
PP 101.15 101.15 101.15 101.66
S1 99.08 99.08 102.17 100.12
S2 95.48 95.48 101.65
S3 89.81 93.41 101.13
S4 84.14 87.74 99.57
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.73 129.72 109.02
R3 122.22 118.21 105.86
R2 110.71 110.71 104.80
R1 106.70 106.70 103.75 108.71
PP 99.20 99.20 99.20 100.20
S1 95.19 95.19 101.63 97.20
S2 87.69 87.69 100.58
S3 76.18 83.68 99.52
S4 64.67 72.17 96.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.21 91.70 11.51 11.2% 4.83 4.7% 95% True False 8,493
10 110.60 91.70 18.90 18.4% 3.82 3.7% 58% False False 7,966
20 123.65 91.70 31.95 31.1% 3.99 3.9% 34% False False 6,224
40 129.51 91.70 37.81 36.8% 3.65 3.6% 29% False False 4,577
60 148.17 91.70 56.47 55.0% 3.10 3.0% 19% False False 3,641
80 148.17 91.70 56.47 55.0% 2.55 2.5% 19% False False 2,928
100 148.17 91.70 56.47 55.0% 2.30 2.2% 19% False False 2,495
120 148.17 91.70 56.47 55.0% 1.93 1.9% 19% False False 2,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.74
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127.31
2.618 118.05
1.618 112.38
1.000 108.88
0.618 106.71
HIGH 103.21
0.618 101.04
0.500 100.38
0.382 99.71
LOW 97.54
0.618 94.04
1.000 91.87
1.618 88.37
2.618 82.70
4.250 73.44
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 101.92 101.08
PP 101.15 99.47
S1 100.38 97.86

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

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