NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 08-Sep-2008

Day Change Summary
	Previous	Current
	05-Sep-2008	08-Sep-2008	Change	Change %	Previous Week
Open	108.72	110.69	1.97	1.8%	110.18
High	108.72	110.69	1.97	1.8%	112.52
Low	108.72	110.69	1.97	1.8%	108.72
Close	109.05	108.87	-0.18	-0.2%	109.05
Range
ATR	2.13	2.09	-0.03	-1.6%	0.00
Volume	1,889	1,126	-763	-40.4%	9,750

Daily Pivots for day following 08-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	110.08	109.48	108.87
R3	110.08	109.48	108.87
R2	110.08	110.08	108.87
R1	109.48	109.48	108.87	109.78
PP	110.08	110.08	110.08	110.24
S1	109.48	109.48	108.87	109.78
S2	110.08	110.08	108.87
S3	110.08	109.48	108.87
S4	110.08	109.48	108.87

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.50	119.07	111.14
R3	117.70	115.27	110.10
R2	113.90	113.90	109.75
R1	111.47	111.47	109.40	110.79
PP	110.10	110.10	110.10	109.75
S1	107.67	107.67	108.70	106.99
S2	106.30	106.30	108.35
S3	102.50	103.87	108.01
S4	98.70	100.07	106.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.52	108.72	3.80	3.5%	0.50	0.5%	4%	False	False	2,175
10	119.79	108.72	11.07	10.2%	0.25	0.2%	1%	False	False	1,745
20	123.71	108.72	14.99	13.8%	0.34	0.3%	1%	False	False	1,199
40	146.69	108.72	37.97	34.9%	0.29	0.3%	0%	False	False	955

Crabel Price Patterns
NR	False
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	0.01

Fibonacci Retracements and Extensions
4.250	110.69
2.618	110.69
1.618	110.69
1.000	110.69
0.618	110.69
HIGH	110.69
0.618	110.69
0.500	110.69
0.382	110.69
LOW	110.69
0.618	110.69
1.000	110.69
1.618	110.69
2.618	110.69
4.250	110.69

Fisher Pivots for day following 08-Sep-2008
Pivot	1 day	3 day
R1	110.69	109.87
PP	110.08	109.54
S1	109.48	109.20

Download as Excel Spreadsheet

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

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