NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 68.47 66.86 -1.61 -2.4% 75.91
High 71.21 67.06 -4.15 -5.8% 75.91
Low 68.47 66.54 -1.93 -2.8% 66.54
Close 70.16 66.54 -3.62 -5.2% 66.54
Range 2.74 0.52 -2.22 -81.0% 9.37
ATR 3.51 3.52 0.01 0.2% 0.00
Volume 4,401 4,252 -149 -3.4% 17,312
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 68.27 67.93 66.83
R3 67.75 67.41 66.68
R2 67.23 67.23 66.64
R1 66.89 66.89 66.59 66.80
PP 66.71 66.71 66.71 66.67
S1 66.37 66.37 66.49 66.28
S2 66.19 66.19 66.44
S3 65.67 65.85 66.40
S4 65.15 65.33 66.25
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 97.77 91.53 71.69
R3 88.40 82.16 69.12
R2 79.03 79.03 68.26
R1 72.79 72.79 67.40 71.23
PP 69.66 69.66 69.66 68.88
S1 63.42 63.42 65.68 61.86
S2 60.29 60.29 64.82
S3 50.92 54.05 63.96
S4 41.55 44.68 61.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.91 66.54 9.37 14.1% 2.12 3.2% 0% False True 3,462
10 86.05 66.54 19.51 29.3% 2.81 4.2% 0% False True 3,866
20 102.08 66.54 35.54 53.4% 2.37 3.6% 0% False True 3,023
40 117.38 66.54 50.84 76.4% 1.62 2.4% 0% False True 2,530
60 126.47 66.54 59.93 90.1% 1.15 1.7% 0% False True 1,953
80 146.69 66.54 80.15 120.5% 0.93 1.4% 0% False True 1,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 69.27
2.618 68.42
1.618 67.90
1.000 67.58
0.618 67.38
HIGH 67.06
0.618 66.86
0.500 66.80
0.382 66.74
LOW 66.54
0.618 66.22
1.000 66.02
1.618 65.70
2.618 65.18
4.250 64.33
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 66.80 70.39
PP 66.71 69.11
S1 66.63 67.82

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

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