NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 18-Sep-2008
Day Change Summary
Previous Current
17-Sep-2008 18-Sep-2008 Change Change % Previous Week
Open 95.22 97.22 2.00 2.1% 110.20
High 97.32 100.75 3.43 3.5% 110.95
Low 91.94 96.10 4.16 4.5% 101.54
Close 97.22 98.08 0.86 0.9% 102.75
Range 5.38 4.65 -0.73 -13.6% 9.41
ATR 3.90 3.96 0.05 1.4% 0.00
Volume 5,816 8,396 2,580 44.4% 28,181
Daily Pivots for day following 18-Sep-2008
Classic Woodie Camarilla DeMark
R4 112.26 109.82 100.64
R3 107.61 105.17 99.36
R2 102.96 102.96 98.93
R1 100.52 100.52 98.51 101.74
PP 98.31 98.31 98.31 98.92
S1 95.87 95.87 97.65 97.09
S2 93.66 93.66 97.23
S3 89.01 91.22 96.80
S4 84.36 86.57 95.52
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
5 103.78 91.80 11.98 12.2% 4.34 4.4% 52% False False 5,776
10 110.95 91.80 19.15 19.5% 3.95 4.0% 33% False False 5,462
20 123.30 91.80 31.50 32.1% 3.58 3.7% 20% False False 4,397
40 128.22 91.80 36.42 37.1% 2.96 3.0% 17% False False 3,305
60 148.35 91.80 56.55 57.7% 2.61 2.7% 11% False False 2,680
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 0.76
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.51
2.618 112.92
1.618 108.27
1.000 105.40
0.618 103.62
HIGH 100.75
0.618 98.97
0.500 98.43
0.382 97.88
LOW 96.10
0.618 93.23
1.000 91.45
1.618 88.58
2.618 83.93
4.250 76.34
Fisher Pivots for day following 18-Sep-2008
Pivot 1 day 3 day
R1 98.43 97.48
PP 98.31 96.88
S1 98.20 96.28

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

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