NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 97.80 102.88 5.08 5.2% 101.70
High 102.86 111.00 8.14 7.9% 102.86
Low 97.54 102.88 5.34 5.5% 91.80
Close 102.85 108.98 6.13 6.0% 102.85
Range 5.32 8.12 2.80 52.6% 11.06
ATR 4.05 4.35 0.29 7.2% 0.00
Volume 7,933 6,229 -1,704 -21.5% 31,393
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.98 128.60 113.45
R3 123.86 120.48 111.21
R2 115.74 115.74 110.47
R1 112.36 112.36 109.72 114.05
PP 107.62 107.62 107.62 108.47
S1 104.24 104.24 108.24 105.93
S2 99.50 99.50 107.49
S3 91.38 96.12 106.75
S4 83.26 88.00 104.51
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.35 128.66 108.93
R3 121.29 117.60 105.89
R2 110.23 110.23 104.88
R1 106.54 106.54 103.86 108.39
PP 99.17 99.17 99.17 100.09
S1 95.48 95.48 101.84 97.33
S2 88.11 88.11 100.82
S3 77.05 84.42 99.81
S4 65.99 73.36 96.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.00 91.80 19.20 17.6% 5.35 4.9% 89% True False 6,823
10 111.00 91.80 19.20 17.6% 4.62 4.2% 89% True False 6,134
20 121.38 91.80 29.58 27.1% 3.98 3.7% 58% False False 4,857
40 128.22 91.80 36.42 33.4% 3.24 3.0% 47% False False 3,488
60 148.35 91.80 56.55 51.9% 2.79 2.6% 30% False False 2,893
80 148.35 91.80 56.55 51.9% 2.19 2.0% 30% False False 2,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 145.51
2.618 132.26
1.618 124.14
1.000 119.12
0.618 116.02
HIGH 111.00
0.618 107.90
0.500 106.94
0.382 105.98
LOW 102.88
0.618 97.86
1.000 94.76
1.618 89.74
2.618 81.62
4.250 68.37
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 108.30 107.17
PP 107.62 105.36
S1 106.94 103.55

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

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