NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 105.16 103.70 -1.46 -1.4% 112.91
High 106.40 103.70 -2.70 -2.5% 112.91
Low 104.34 102.45 -1.89 -1.8% 107.70
Close 104.34 102.63 -1.71 -1.6% 108.83
Range 2.06 1.25 -0.81 -39.3% 5.21
ATR 2.15 2.13 -0.02 -0.9% 0.00
Volume 2,826 1,125 -1,701 -60.2% 8,826
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 106.68 105.90 103.32
R3 105.43 104.65 102.97
R2 104.18 104.18 102.86
R1 103.40 103.40 102.74 103.17
PP 102.93 102.93 102.93 102.81
S1 102.15 102.15 102.52 101.92
S2 101.68 101.68 102.40
S3 100.43 100.90 102.29
S4 99.18 99.65 101.94
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 125.44 122.35 111.70
R3 120.23 117.14 110.26
R2 115.02 115.02 109.79
R1 111.93 111.93 109.31 110.87
PP 109.81 109.81 109.81 109.29
S1 106.72 106.72 108.35 105.66
S2 104.60 104.60 107.87
S3 99.39 101.51 107.40
S4 94.18 96.30 105.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.50 102.45 8.05 7.8% 1.10 1.1% 2% False True 2,268
10 120.30 102.45 17.85 17.4% 1.68 1.6% 1% False True 2,169
20 123.58 102.45 21.13 20.6% 1.04 1.0% 1% False True 1,578
40 133.73 102.45 31.28 30.5% 0.73 0.7% 1% False True 1,357
60 146.86 102.45 44.41 43.3% 0.49 0.5% 0% False True 1,080
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.01
2.618 106.97
1.618 105.72
1.000 104.95
0.618 104.47
HIGH 103.70
0.618 103.22
0.500 103.08
0.382 102.93
LOW 102.45
0.618 101.68
1.000 101.20
1.618 100.43
2.618 99.18
4.250 97.14
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 103.08 104.66
PP 102.93 103.98
S1 102.78 103.31

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

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