NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 87.77 87.90 0.13 0.1% 101.76
High 90.14 89.48 -0.66 -0.7% 102.60
Low 87.11 85.80 -1.31 -1.5% 91.70
Close 88.76 88.91 0.15 0.2% 93.28
Range 3.03 3.68 0.65 21.5% 10.90
ATR 4.05 4.02 -0.03 -0.6% 0.00
Volume 3,007 4,607 1,600 53.2% 16,699
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 99.10 97.69 90.93
R3 95.42 94.01 89.92
R2 91.74 91.74 89.58
R1 90.33 90.33 89.25 91.04
PP 88.06 88.06 88.06 88.42
S1 86.65 86.65 88.57 87.36
S2 84.38 84.38 88.24
S3 80.70 82.97 87.90
S4 77.02 79.29 86.89
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 128.56 121.82 99.28
R3 117.66 110.92 96.28
R2 106.76 106.76 95.28
R1 100.02 100.02 94.28 97.94
PP 95.86 95.86 95.86 94.82
S1 89.12 89.12 92.28 87.04
S2 84.96 84.96 91.28
S3 74.06 78.22 90.28
S4 63.16 67.32 87.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.14 85.80 13.34 15.0% 3.93 4.4% 23% False True 3,551
10 105.85 85.80 20.05 22.6% 4.02 4.5% 16% False True 3,497
20 111.15 85.80 25.35 28.5% 3.33 3.7% 12% False True 3,211
40 123.58 85.80 37.78 42.5% 2.21 2.5% 8% False True 2,397
60 137.35 85.80 51.55 58.0% 1.58 1.8% 6% False True 1,969
80 146.86 85.80 61.06 68.7% 1.18 1.3% 5% False True 1,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.12
2.618 99.11
1.618 95.43
1.000 93.16
0.618 91.75
HIGH 89.48
0.618 88.07
0.500 87.64
0.382 87.21
LOW 85.80
0.618 83.53
1.000 82.12
1.618 79.85
2.618 76.17
4.250 70.16
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 88.49 88.85
PP 88.06 88.79
S1 87.64 88.73

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

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