NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 68.00 70.90 2.90 4.3% 67.10
High 72.14 70.90 -1.24 -1.7% 73.44
Low 67.16 67.92 0.76 1.1% 64.83
Close 71.73 68.11 -3.62 -5.0% 71.73
Range 4.98 2.98 -2.00 -40.2% 8.61
ATR 4.59 4.53 -0.06 -1.2% 0.00
Volume 19,215 9,288 -9,927 -51.7% 79,623
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 77.92 75.99 69.75
R3 74.94 73.01 68.93
R2 71.96 71.96 68.66
R1 70.03 70.03 68.38 69.51
PP 68.98 68.98 68.98 68.71
S1 67.05 67.05 67.84 66.53
S2 66.00 66.00 67.56
S3 63.02 64.07 67.29
S4 60.04 61.09 66.47
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 95.83 92.39 76.47
R3 87.22 83.78 74.10
R2 78.61 78.61 73.31
R1 75.17 75.17 72.52 76.89
PP 70.00 70.00 70.00 70.86
S1 66.56 66.56 70.94 68.28
S2 61.39 61.39 70.15
S3 52.78 57.95 69.36
S4 44.17 49.34 66.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.44 64.83 8.61 12.6% 4.26 6.3% 38% False False 12,621
10 77.65 64.83 12.82 18.8% 3.93 5.8% 26% False False 14,158
20 91.43 64.83 26.60 39.1% 3.95 5.8% 12% False False 12,963
40 109.98 64.83 45.15 66.3% 3.88 5.7% 7% False False 10,370
60 123.85 64.83 59.02 86.7% 3.37 5.0% 6% False False 8,026
80 146.84 64.83 82.01 120.4% 3.24 4.8% 4% False False 6,962
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 83.57
2.618 78.70
1.618 75.72
1.000 73.88
0.618 72.74
HIGH 70.90
0.618 69.76
0.500 69.41
0.382 69.06
LOW 67.92
0.618 66.08
1.000 64.94
1.618 63.10
2.618 60.12
4.250 55.26
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 69.41 70.30
PP 68.98 69.57
S1 68.54 68.84

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

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