NYMEX Light Sweet Crude Oil Future June 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 100.45 104.30 3.85 3.8% 102.50
High 103.55 109.98 6.43 6.2% 103.55
Low 100.15 104.30 4.15 4.1% 92.50
Close 103.36 109.43 6.07 5.9% 103.36
Range 3.40 5.68 2.28 67.1% 11.05
ATR 3.68 3.89 0.21 5.7% 0.00
Volume 6,107 8,109 2,002 32.8% 39,745
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 124.94 122.87 112.55
R3 119.26 117.19 110.99
R2 113.58 113.58 110.47
R1 111.51 111.51 109.95 112.55
PP 107.90 107.90 107.90 108.42
S1 105.83 105.83 108.91 106.87
S2 102.22 102.22 108.39
S3 96.54 100.15 107.87
S4 90.86 94.47 106.31
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.95 129.21 109.44
R3 121.90 118.16 106.40
R2 110.85 110.85 105.39
R1 107.11 107.11 104.37 108.98
PP 99.80 99.80 99.80 100.74
S1 96.06 96.06 102.35 97.93
S2 88.75 88.75 101.33
S3 77.70 85.01 100.32
S4 66.65 73.96 97.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.98 92.50 17.48 16.0% 4.20 3.8% 97% True False 8,655
10 109.98 92.50 17.48 16.0% 3.60 3.3% 97% True False 7,337
20 121.37 92.50 28.87 26.4% 3.05 2.8% 59% False False 5,370
40 129.18 92.50 36.68 33.5% 2.74 2.5% 46% False False 4,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134.12
2.618 124.85
1.618 119.17
1.000 115.66
0.618 113.49
HIGH 109.98
0.618 107.81
0.500 107.14
0.382 106.47
LOW 104.30
0.618 100.79
1.000 98.62
1.618 95.11
2.618 89.43
4.250 80.16
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 108.67 107.53
PP 107.90 105.62
S1 107.14 103.72

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

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