NYMEX Light Sweet Crude Oil Future April 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 103.70 102.99 -0.71 -0.7% 108.02
High 103.70 102.99 -0.71 -0.7% 108.02
Low 102.45 102.35 -0.10 -0.1% 102.35
Close 102.63 103.08 0.45 0.4% 103.08
Range 1.25 0.64 -0.61 -48.8% 5.67
ATR 2.13 2.03 -0.11 -5.0% 0.00
Volume 1,125 3,424 2,299 204.4% 13,714
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 104.73 104.54 103.43
R3 104.09 103.90 103.26
R2 103.45 103.45 103.20
R1 103.26 103.26 103.14 103.36
PP 102.81 102.81 102.81 102.85
S1 102.62 102.62 103.02 102.72
S2 102.17 102.17 102.96
S3 101.53 101.98 102.90
S4 100.89 101.34 102.73
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 121.49 117.96 106.20
R3 115.82 112.29 104.64
R2 110.15 110.15 104.12
R1 106.62 106.62 103.60 105.55
PP 104.48 104.48 104.48 103.95
S1 100.95 100.95 102.56 99.88
S2 98.81 98.81 102.04
S3 93.14 95.28 101.52
S4 87.47 89.61 99.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.02 102.35 5.67 5.5% 0.89 0.9% 13% False True 2,742
10 120.30 102.35 17.95 17.4% 1.54 1.5% 4% False True 2,389
20 123.58 102.35 21.23 20.6% 1.07 1.0% 3% False True 1,701
40 133.73 102.35 31.38 30.4% 0.75 0.7% 2% False True 1,423
60 146.86 102.35 44.51 43.2% 0.50 0.5% 2% False True 1,137
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 3 trading days
Fibonacci Retracements and Extensions
4.250 105.71
2.618 104.67
1.618 104.03
1.000 103.63
0.618 103.39
HIGH 102.99
0.618 102.75
0.500 102.67
0.382 102.59
LOW 102.35
0.618 101.95
1.000 101.71
1.618 101.31
2.618 100.67
4.250 99.63
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 102.94 104.38
PP 102.81 103.94
S1 102.67 103.51

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

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