NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 30-Sep-2008
Day Change Summary
Previous Current
29-Sep-2008 30-Sep-2008 Change Change % Previous Week
Open 105.65 96.70 -8.95 -8.5% 102.65
High 105.77 102.17 -3.60 -3.4% 109.44
Low 96.53 95.03 -1.50 -1.6% 102.65
Close 96.69 100.80 4.11 4.3% 106.31
Range 9.24 7.14 -2.10 -22.7% 6.79
ATR 4.68 4.86 0.18 3.8% 0.00
Volume 6,322 11,492 5,170 81.8% 54,614
Daily Pivots for day following 30-Sep-2008
Classic Woodie Camarilla DeMark
R4 120.75 117.92 104.73
R3 113.61 110.78 102.76
R2 106.47 106.47 102.11
R1 103.64 103.64 101.45 105.06
PP 99.33 99.33 99.33 100.04
S1 96.50 96.50 100.15 97.92
S2 92.19 92.19 99.49
S3 85.05 89.36 98.84
S4 77.91 82.22 96.87
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 126.50 123.20 110.04
R3 119.71 116.41 108.18
R2 112.92 112.92 107.55
R1 109.62 109.62 106.93 111.27
PP 106.13 106.13 106.13 106.96
S1 102.83 102.83 105.69 104.48
S2 99.34 99.34 105.07
S3 92.55 96.04 104.44
S4 85.76 89.25 102.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.00 95.03 12.97 12.9% 5.49 5.4% 44% False True 10,576
10 109.44 92.50 16.94 16.8% 5.48 5.4% 49% False False 10,230
20 112.15 91.70 20.45 20.3% 4.24 4.2% 44% False False 8,737
40 123.65 91.70 31.95 31.7% 4.02 4.0% 28% False False 5,906
60 148.17 91.70 56.47 56.0% 3.67 3.6% 16% False False 4,699
80 148.17 91.70 56.47 56.0% 3.00 3.0% 16% False False 3,769
100 148.17 91.70 56.47 56.0% 2.63 2.6% 16% False False 3,174
120 148.17 91.70 56.47 56.0% 2.26 2.2% 16% False False 2,723
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 0.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132.52
2.618 120.86
1.618 113.72
1.000 109.31
0.618 106.58
HIGH 102.17
0.618 99.44
0.500 98.60
0.382 97.76
LOW 95.03
0.618 90.62
1.000 87.89
1.618 83.48
2.618 76.34
4.250 64.69
Fisher Pivots for day following 30-Sep-2008
Pivot 1 day 3 day
R1 100.07 100.81
PP 99.33 100.81
S1 98.60 100.80

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

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