NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	103.19	106.28	3.09	3.0%	98.50
High	103.19	106.30	3.11	3.0%	103.19
Low	103.19	106.28	3.09	3.0%	92.43
Close	103.19	109.27	6.08	5.9%	103.19
Range	0.00	0.02	0.02		10.76
ATR	2.54	2.58	0.04	1.6%	0.00
Volume	2,120	2,200	80	3.8%	11,039

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	107.34	108.33	109.28
R3	107.32	108.31	109.28
R2	107.30	107.30	109.27
R1	108.29	108.29	109.27	107.80
PP	107.28	107.28	107.28	107.04
S1	108.27	108.27	109.27	107.78
S2	107.26	107.26	109.27
S3	107.24	108.25	109.26
S4	107.22	108.23	109.26

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	131.88	128.30	109.11
R3	121.12	117.54	106.15
R2	110.36	110.36	105.16
R1	106.78	106.78	104.18	108.57
PP	99.60	99.60	99.60	100.50
S1	96.02	96.02	102.20	97.81
S2	88.84	88.84	101.22
S3	78.08	85.26	100.23
S4	67.32	74.50	97.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.30	92.43	13.87	12.7%	0.97	0.9%	121%	True	False	2,411
10	106.80	92.43	14.37	13.2%	0.81	0.7%	117%	False	False	1,841
20	119.79	92.43	27.36	25.0%	0.53	0.5%	62%	False	False	1,793
40	126.47	92.43	34.04	31.2%	0.38	0.4%	49%	False	False	1,233

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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.39
2.618	106.35
1.618	106.33
1.000	106.32
0.618	106.31
HIGH	106.30
0.618	106.29
0.500	106.29
0.382	106.29
LOW	106.28
0.618	106.27
1.000	106.26
1.618	106.25
2.618	106.23
4.250	106.20

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	108.28	106.82
PP	107.28	104.36
S1	106.29	101.91

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