NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 104.30 102.88 -1.42 -1.4% 110.20
High 104.98 103.78 -1.20 -1.1% 110.95
Low 101.54 102.04 0.50 0.5% 101.54
Close 102.30 102.75 0.45 0.4% 102.75
Range 3.44 1.74 -1.70 -49.4% 9.41
ATR 3.51 3.38 -0.13 -3.6% 0.00
Volume 4,141 5,423 1,282 31.0% 28,181
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 108.08 107.15 103.71
R3 106.34 105.41 103.23
R2 104.60 104.60 103.07
R1 103.67 103.67 102.91 103.27
PP 102.86 102.86 102.86 102.65
S1 101.93 101.93 102.59 101.53
S2 101.12 101.12 102.43
S3 99.38 100.19 102.27
S4 97.64 98.45 101.79
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.31 127.44 107.93
R3 123.90 118.03 105.34
R2 114.49 114.49 104.48
R1 108.62 108.62 103.61 106.85
PP 105.08 105.08 105.08 104.20
S1 99.21 99.21 101.89 97.44
S2 95.67 95.67 101.02
S3 86.26 89.80 100.16
S4 76.85 80.39 97.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.95 101.54 9.41 9.2% 3.34 3.3% 13% False False 5,636
10 119.70 101.54 18.16 17.7% 3.34 3.3% 7% False False 4,850
20 123.30 101.54 21.76 21.2% 3.13 3.1% 6% False False 3,624
40 133.67 101.54 32.13 31.3% 2.66 2.6% 4% False False 2,913
60 148.35 101.54 46.81 45.6% 2.30 2.2% 3% False False 2,329
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 111.18
2.618 108.34
1.618 106.60
1.000 105.52
0.618 104.86
HIGH 103.78
0.618 103.12
0.500 102.91
0.382 102.70
LOW 102.04
0.618 100.96
1.000 100.30
1.618 99.22
2.618 97.48
4.250 94.65
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 102.91 104.03
PP 102.86 103.60
S1 102.80 103.18

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

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