NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 78.31 76.52 -1.79 -2.3% 91.79
High 78.31 78.04 -0.27 -0.3% 91.84
Low 78.31 73.15 -5.16 -6.6% 81.01
Close 78.09 73.55 -4.54 -5.8% 81.06
Range 0.00 4.89 4.89 10.83
ATR 3.47 3.58 0.10 3.0% 0.00
Volume 1,772 3,729 1,957 110.4% 7,728
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.58 86.46 76.24
R3 84.69 81.57 74.89
R2 79.80 79.80 74.45
R1 76.68 76.68 74.00 75.80
PP 74.91 74.91 74.91 74.47
S1 71.79 71.79 73.10 70.91
S2 70.02 70.02 72.65
S3 65.13 66.90 72.21
S4 60.24 62.01 70.86
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 117.13 109.92 87.02
R3 106.30 99.09 84.04
R2 95.47 95.47 83.05
R1 88.26 88.26 82.05 86.45
PP 84.64 84.64 84.64 83.73
S1 77.43 77.43 80.07 75.62
S2 73.81 73.81 79.07
S3 62.98 66.60 78.08
S4 52.15 55.77 75.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.30 73.15 12.15 16.5% 2.40 3.3% 3% False True 2,383
10 94.07 73.15 20.92 28.4% 2.25 3.1% 2% False True 2,500
20 110.25 73.15 37.10 50.4% 1.48 2.0% 1% False True 1,849
40 123.73 73.15 50.58 68.8% 1.24 1.7% 1% False True 1,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 98.82
2.618 90.84
1.618 85.95
1.000 82.93
0.618 81.06
HIGH 78.04
0.618 76.17
0.500 75.60
0.382 75.02
LOW 73.15
0.618 70.13
1.000 68.26
1.618 65.24
2.618 60.35
4.250 52.37
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 75.60 79.23
PP 74.91 77.33
S1 74.23 75.44

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

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