NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 111.60 109.50 -2.10 -1.9% 114.02
High 111.60 109.58 -2.02 -1.8% 114.02
Low 111.60 109.50 -2.10 -1.9% 109.50
Close 111.49 109.53 -1.96 -1.8% 109.53
Range 0.00 0.08 0.08 4.52
ATR 1.86 1.87 0.01 0.5% 0.00
Volume 479 937 458 95.6% 1,818
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 109.78 109.73 109.57
R3 109.70 109.65 109.55
R2 109.62 109.62 109.54
R1 109.57 109.57 109.54 109.60
PP 109.54 109.54 109.54 109.55
S1 109.49 109.49 109.52 109.52
S2 109.46 109.46 109.52
S3 109.38 109.41 109.51
S4 109.30 109.33 109.49
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 124.58 121.57 112.02
R3 120.06 117.05 110.77
R2 115.54 115.54 110.36
R1 112.53 112.53 109.94 111.78
PP 111.02 111.02 111.02 110.64
S1 108.01 108.01 109.12 107.26
S2 106.50 106.50 108.70
S3 101.98 103.49 108.29
S4 97.46 98.97 107.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.25 109.50 8.75 8.0% 0.02 0.0% 0% False True 399
10 119.89 109.50 10.39 9.5% 0.01 0.0% 0% False True 395
20 123.71 109.50 14.21 13.0% 0.02 0.0% 0% False True 344
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 0.00
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 109.92
2.618 109.79
1.618 109.71
1.000 109.66
0.618 109.63
HIGH 109.58
0.618 109.55
0.500 109.54
0.382 109.53
LOW 109.50
0.618 109.45
1.000 109.42
1.618 109.37
2.618 109.29
4.250 109.16
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 109.54 111.32
PP 109.54 110.72
S1 109.53 110.13

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

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