NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 111.65 110.14 -1.51 -1.4% 115.30
High 112.40 110.57 -1.83 -1.6% 115.30
Low 109.23 107.70 -1.53 -1.4% 107.70
Close 110.38 108.52 -1.86 -1.7% 108.52
Range 3.17 2.87 -0.30 -9.5% 7.60
ATR 3.47 3.42 -0.04 -1.2% 0.00
Volume 4,284 2,987 -1,297 -30.3% 16,235
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 117.54 115.90 110.10
R3 114.67 113.03 109.31
R2 111.80 111.80 109.05
R1 110.16 110.16 108.78 109.55
PP 108.93 108.93 108.93 108.62
S1 107.29 107.29 108.26 106.68
S2 106.06 106.06 107.99
S3 103.19 104.42 107.73
S4 100.32 101.55 106.94
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.31 128.51 112.70
R3 125.71 120.91 110.61
R2 118.11 118.11 109.91
R1 113.31 113.31 109.22 111.91
PP 110.51 110.51 110.51 109.81
S1 105.71 105.71 107.82 104.31
S2 102.91 102.91 107.13
S3 95.31 98.11 106.43
S4 87.71 90.51 104.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.70 107.70 12.00 11.1% 3.34 3.1% 7% False True 4,065
10 121.90 107.70 14.20 13.1% 3.27 3.0% 6% False True 3,368
20 123.30 107.70 15.60 14.4% 2.84 2.6% 5% False True 2,685
40 148.35 107.70 40.65 37.5% 2.81 2.6% 2% False True 2,389
60 148.35 107.70 40.65 37.5% 2.02 1.9% 2% False True 1,952
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.77
2.618 118.08
1.618 115.21
1.000 113.44
0.618 112.34
HIGH 110.57
0.618 109.47
0.500 109.14
0.382 108.80
LOW 107.70
0.618 105.93
1.000 104.83
1.618 103.06
2.618 100.19
4.250 95.50
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 109.14 110.05
PP 108.93 109.54
S1 108.73 109.03

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

View Archives - Comment on this page... - Back to Index of Symbols