NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 106.18 106.42 0.24 0.2% 101.90
High 107.00 106.70 -0.30 -0.3% 103.36
Low 103.83 105.18 1.35 1.3% 92.14
Close 105.25 105.12 -0.13 -0.1% 103.02
Range 3.17 1.52 -1.65 -52.1% 11.22
ATR 3.32 3.19 -0.13 -3.9% 0.00
Volume 7,444 3,385 -4,059 -54.5% 10,825
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.23 109.19 105.96
R3 108.71 107.67 105.54
R2 107.19 107.19 105.40
R1 106.15 106.15 105.26 105.91
PP 105.67 105.67 105.67 105.55
S1 104.63 104.63 104.98 104.39
S2 104.15 104.15 104.84
S3 102.63 103.11 104.70
S4 101.11 101.59 104.28
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.17 129.31 109.19
R3 121.95 118.09 106.11
R2 110.73 110.73 105.08
R1 106.87 106.87 104.05 108.80
PP 99.51 99.51 99.51 100.47
S1 95.65 95.65 101.99 97.58
S2 88.29 88.29 100.96
S3 77.07 84.43 99.93
S4 65.85 73.21 96.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.15 97.22 13.93 13.3% 3.24 3.1% 57% False False 3,856
10 111.15 92.14 19.01 18.1% 2.63 2.5% 68% False False 2,924
20 120.30 92.14 28.16 26.8% 2.09 2.0% 46% False False 2,548
40 126.60 92.14 34.46 32.8% 1.27 1.2% 38% False False 1,762
60 146.86 92.14 54.72 52.1% 0.91 0.9% 24% False False 1,510
80 146.86 92.14 54.72 52.1% 0.74 0.7% 24% False False 1,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113.16
2.618 110.68
1.618 109.16
1.000 108.22
0.618 107.64
HIGH 106.70
0.618 106.12
0.500 105.94
0.382 105.76
LOW 105.18
0.618 104.24
1.000 103.66
1.618 102.72
2.618 101.20
4.250 98.72
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 105.94 107.49
PP 105.67 106.70
S1 105.39 105.91

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

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