NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	72.02	71.00	-1.02	-1.4%	84.44
High	72.02	72.00	-0.02	0.0%	85.30
Low	70.00	70.90	0.90	1.3%	73.15
Close	70.14	71.17	1.03	1.5%	75.30
Range	2.02	1.10	-0.92	-45.5%	12.15
ATR	3.59	3.47	-0.12	-3.4%	0.00
Volume	2,414	1,903	-511	-21.2%	16,267

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	74.66	74.01	71.78
R3	73.56	72.91	71.47
R2	72.46	72.46	71.37
R1	71.81	71.81	71.27	72.14
PP	71.36	71.36	71.36	71.52
S1	70.71	70.71	71.07	71.04
S2	70.26	70.26	70.97
S3	69.16	69.61	70.87
S4	68.06	68.51	70.57

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.37	106.98	81.98
R3	102.22	94.83	78.64
R2	90.07	90.07	77.53
R1	82.68	82.68	76.41	80.30
PP	77.92	77.92	77.92	76.73
S1	70.53	70.53	74.19	68.15
S2	65.77	65.77	73.07
S3	53.62	58.38	71.96
S4	41.47	46.23	68.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.55	70.00	8.55	12.0%	1.14	1.6%	14%	False	False	2,554
10	85.30	70.00	15.30	21.5%	1.77	2.5%	8%	False	False	2,469
20	107.23	70.00	37.23	52.3%	1.44	2.0%	3%	False	False	2,256
40	118.21	70.00	48.21	67.7%	1.29	1.8%	2%	False	False	1,471

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	76.68
2.618	74.88
1.618	73.78
1.000	73.10
0.618	72.68
HIGH	72.00
0.618	71.58
0.500	71.45
0.382	71.32
LOW	70.90
0.618	70.22
1.000	69.80
1.618	69.12
2.618	68.02
4.250	66.23

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	71.45	72.82
PP	71.36	72.27
S1	71.26	71.72

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