NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 105.11 105.94 0.83 0.8% 111.75
High 105.11 106.94 1.83 1.7% 113.84
Low 105.00 104.80 -0.20 -0.2% 108.95
Close 106.09 105.15 -0.94 -0.9% 109.40
Range 0.11 2.14 2.03 1,845.5% 4.89
ATR 2.12 2.12 0.00 0.1% 0.00
Volume 313 666 353 112.8% 1,846
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 112.05 110.74 106.33
R3 109.91 108.60 105.74
R2 107.77 107.77 105.54
R1 106.46 106.46 105.35 106.05
PP 105.63 105.63 105.63 105.42
S1 104.32 104.32 104.95 103.91
S2 103.49 103.49 104.76
S3 101.35 102.18 104.56
S4 99.21 100.04 103.97
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 125.40 122.29 112.09
R3 120.51 117.40 110.74
R2 115.62 115.62 110.30
R1 112.51 112.51 109.85 111.62
PP 110.73 110.73 110.73 110.29
S1 107.62 107.62 108.95 106.73
S2 105.84 105.84 108.50
S3 100.95 102.73 108.06
S4 96.06 97.84 106.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.96 104.80 8.16 7.8% 0.49 0.5% 4% False True 513
10 119.87 104.80 15.07 14.3% 0.59 0.6% 2% False True 487
20 123.73 104.80 18.93 18.0% 0.48 0.5% 2% False True 478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 116.04
2.618 112.54
1.618 110.40
1.000 109.08
0.618 108.26
HIGH 106.94
0.618 106.12
0.500 105.87
0.382 105.62
LOW 104.80
0.618 103.48
1.000 102.66
1.618 101.34
2.618 99.20
4.250 95.71
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 105.87 106.98
PP 105.63 106.37
S1 105.39 105.76

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

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