NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	73.69	76.20	2.51	3.4%	83.00
High	76.95	78.60	1.65	2.1%	87.13
Low	72.65	74.50	1.85	2.5%	72.50
Close	74.82	76.95	2.13	2.8%	74.82
Range	4.30	4.10	-0.20	-4.7%	14.63
ATR	4.70	4.66	-0.04	-0.9%	0.00
Volume	20,641	9,587	-11,054	-53.6%	73,837

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	88.98	87.07	79.21
R3	84.88	82.97	78.08
R2	80.78	80.78	77.70
R1	78.87	78.87	77.33	79.83
PP	76.68	76.68	76.68	77.16
S1	74.77	74.77	76.57	75.73
S2	72.58	72.58	76.20
S3	68.48	70.67	75.82
S4	64.38	66.57	74.70

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.04	113.06	82.87
R3	107.41	98.43	78.84
R2	92.78	92.78	77.50
R1	83.80	83.80	76.16	80.98
PP	78.15	78.15	78.15	76.74
S1	69.17	69.17	73.48	66.35
S2	63.52	63.52	72.14
S3	48.89	54.54	70.80
S4	34.26	39.91	66.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.13	72.50	14.63	19.0%	4.14	5.4%	30%	False	False	13,679
10	91.43	72.50	18.93	24.6%	3.98	5.2%	24%	False	False	11,768
20	109.72	72.50	37.22	48.4%	4.00	5.2%	12%	False	False	9,993
40	121.37	72.50	48.87	63.5%	3.52	4.6%	9%	False	False	7,681
60	129.18	72.50	56.68	73.7%	3.16	4.1%	8%	False	False	6,208

Crabel Price Patterns
NR	True
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	0.83
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.03
2.618	89.33
1.618	85.23
1.000	82.70
0.618	81.13
HIGH	78.60
0.618	77.03
0.500	76.55
0.382	76.07
LOW	74.50
0.618	71.97
1.000	70.40
1.618	67.87
2.618	63.77
4.250	57.08

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	76.82	76.48
PP	76.68	76.02
S1	76.55	75.55

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