NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 106.63 106.03 -0.60 -0.6% 102.88
High 106.89 106.03 -0.86 -0.8% 111.00
Low 104.14 96.86 -7.28 -7.0% 102.88
Close 106.48 97.01 -9.47 -8.9% 106.48
Range 2.75 9.17 6.42 233.5% 8.12
ATR 4.26 4.65 0.38 9.0% 0.00
Volume 8,753 3,859 -4,894 -55.9% 39,245
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 127.48 121.41 102.05
R3 118.31 112.24 99.53
R2 109.14 109.14 98.69
R1 103.07 103.07 97.85 101.52
PP 99.97 99.97 99.97 99.19
S1 93.90 93.90 96.17 92.35
S2 90.80 90.80 95.33
S3 81.63 84.73 94.49
S4 72.46 75.56 91.97
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.15 126.93 110.95
R3 123.03 118.81 108.71
R2 114.91 114.91 107.97
R1 110.69 110.69 107.22 112.80
PP 106.79 106.79 106.79 107.84
S1 102.57 102.57 105.74 104.68
S2 98.67 98.67 104.99
S3 90.55 94.45 104.25
S4 82.43 86.33 102.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.99 96.86 12.13 12.5% 5.00 5.2% 1% False True 7,375
10 111.00 91.80 19.20 19.8% 5.18 5.3% 27% False False 7,099
20 115.30 91.80 23.50 24.2% 4.46 4.6% 22% False False 5,945
40 125.50 91.80 33.70 34.7% 3.52 3.6% 15% False False 4,158
60 148.35 91.80 56.55 58.3% 3.19 3.3% 9% False False 3,428
80 148.35 91.80 56.55 58.3% 2.47 2.5% 9% False False 2,800
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 0.73
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 145.00
2.618 130.04
1.618 120.87
1.000 115.20
0.618 111.70
HIGH 106.03
0.618 102.53
0.500 101.45
0.382 100.36
LOW 96.86
0.618 91.19
1.000 87.69
1.618 82.02
2.618 72.85
4.250 57.89
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 101.45 102.23
PP 99.97 100.49
S1 98.49 98.75

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

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