NYMEX Light Sweet Crude Oil Future May 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 102.92 103.36 0.44 0.4% 110.69
High 102.92 103.36 0.44 0.4% 110.69
Low 102.92 103.36 0.44 0.4% 102.92
Close 102.92 103.36 0.44 0.4% 103.36
Range
ATR 2.00 1.88 -0.11 -5.6% 0.00
Volume 1,110 1,129 19 1.7% 6,299
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 103.36 103.36 103.36
R3 103.36 103.36 103.36
R2 103.36 103.36 103.36
R1 103.36 103.36 103.36 103.36
PP 103.36 103.36 103.36 103.36
S1 103.36 103.36 103.36 103.36
S2 103.36 103.36 103.36
S3 103.36 103.36 103.36
S4 103.36 103.36 103.36
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 128.97 123.93 107.63
R3 121.20 116.16 105.50
R2 113.43 113.43 104.78
R1 108.39 108.39 104.07 107.03
PP 105.66 105.66 105.66 104.97
S1 100.62 100.62 102.65 99.26
S2 97.89 97.89 101.94
S3 90.12 92.85 101.22
S4 82.35 85.08 99.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.69 102.92 7.77 7.5% 0.18 0.2% 6% False False 1,259
10 117.38 102.92 14.46 14.0% 0.34 0.3% 3% False False 1,757
20 123.71 102.92 20.79 20.1% 0.21 0.2% 2% False False 1,338
40 133.68 102.92 30.76 29.8% 0.23 0.2% 1% False False 1,018
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
4.250 103.36
2.618 103.36
1.618 103.36
1.000 103.36
0.618 103.36
HIGH 103.36
0.618 103.36
0.500 103.36
0.382 103.36
LOW 103.36
0.618 103.36
1.000 103.36
1.618 103.36
2.618 103.36
4.250 103.36
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 103.36 104.81
PP 103.36 104.33
S1 103.36 103.84

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

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