NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 01-Oct-2008
Day Change Summary
Previous Current
30-Sep-2008 01-Oct-2008 Change Change % Previous Week
Open 96.70 101.63 4.93 5.1% 102.65
High 102.17 102.12 -0.05 0.0% 109.44
Low 95.03 95.65 0.62 0.7% 102.65
Close 100.80 98.17 -2.63 -2.6% 106.31
Range 7.14 6.47 -0.67 -9.4% 6.79
ATR 4.86 4.97 0.12 2.4% 0.00
Volume 11,492 9,453 -2,039 -17.7% 54,614
Daily Pivots for day following 01-Oct-2008
Classic Woodie Camarilla DeMark
R4 118.06 114.58 101.73
R3 111.59 108.11 99.95
R2 105.12 105.12 99.36
R1 101.64 101.64 98.76 100.15
PP 98.65 98.65 98.65 97.90
S1 95.17 95.17 97.58 93.68
S2 92.18 92.18 96.98
S3 85.71 88.70 96.39
S4 79.24 82.23 94.61
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
5 107.32 95.03 12.29 12.5% 6.01 6.1% 26% False False 9,159
10 109.44 95.03 14.41 14.7% 5.65 5.8% 22% False False 10,085
20 112.15 91.70 20.45 20.8% 4.48 4.6% 32% False False 8,685
40 123.65 91.70 31.95 32.5% 4.11 4.2% 20% False False 6,073
60 148.17 91.70 56.47 57.5% 3.76 3.8% 11% False False 4,829
80 148.17 91.70 56.47 57.5% 3.08 3.1% 11% False False 3,874
100 148.17 91.70 56.47 57.5% 2.68 2.7% 11% False False 3,260
120 148.17 91.70 56.47 57.5% 2.31 2.4% 11% False False 2,796
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.62
2.618 119.06
1.618 112.59
1.000 108.59
0.618 106.12
HIGH 102.12
0.618 99.65
0.500 98.89
0.382 98.12
LOW 95.65
0.618 91.65
1.000 89.18
1.618 85.18
2.618 78.71
4.250 68.15
Fisher Pivots for day following 01-Oct-2008
Pivot 1 day 3 day
R1 98.89 100.40
PP 98.65 99.66
S1 98.41 98.91

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

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