NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 70.57 70.30 -0.27 -0.4% 78.55
High 71.80 70.30 -1.50 -2.1% 78.55
Low 69.69 70.30 0.61 0.9% 67.25
Close 71.09 70.30 -0.79 -1.1% 67.55
Range 2.11 0.00 -2.11 -100.0% 11.30
ATR 3.49 3.30 -0.19 -5.5% 0.00
Volume 2,865 2,690 -175 -6.1% 10,583
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 70.30 70.30 70.30
R3 70.30 70.30 70.30
R2 70.30 70.30 70.30
R1 70.30 70.30 70.30 70.30
PP 70.30 70.30 70.30 70.30
S1 70.30 70.30 70.30 70.30
S2 70.30 70.30 70.30
S3 70.30 70.30 70.30
S4 70.30 70.30 70.30
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 105.02 97.58 73.77
R3 93.72 86.28 70.66
R2 82.42 82.42 69.62
R1 74.98 74.98 68.59 73.05
PP 71.12 71.12 71.12 70.15
S1 63.68 63.68 66.51 61.75
S2 59.82 59.82 65.48
S3 48.52 52.38 64.44
S4 37.22 41.08 61.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.80 65.44 6.36 9.0% 1.54 2.2% 76% False False 3,285
10 78.55 65.44 13.11 18.6% 1.34 1.9% 37% False False 2,920
20 94.07 65.44 28.63 40.7% 1.79 2.6% 17% False False 2,710
40 110.25 65.44 44.81 63.7% 1.40 2.0% 11% False False 1,822
60 123.73 65.44 58.29 82.9% 1.05 1.5% 8% False False 1,364
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 False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 70.30
2.618 70.30
1.618 70.30
1.000 70.30
0.618 70.30
HIGH 70.30
0.618 70.30
0.500 70.30
0.382 70.30
LOW 70.30
0.618 70.30
1.000 70.30
1.618 70.30
2.618 70.30
4.250 70.30
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 70.30 69.74
PP 70.30 69.18
S1 70.30 68.62

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

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