NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	104.33	104.16	-0.17	-0.2%	109.18
High	104.33	104.16	-0.17	-0.2%	109.18
Low	103.53	104.16	0.63	0.6%	103.53
Close	103.71	104.16	0.45	0.4%	104.16
Range	0.80	0.00	-0.80	-100.0%	5.65
ATR	1.78	1.68	-0.09	-5.3%	0.00
Volume	502	15	-487	-97.0%	1,489

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	104.16	104.16	104.16
R3	104.16	104.16	104.16
R2	104.16	104.16	104.16
R1	104.16	104.16	104.16	104.16
PP	104.16	104.16	104.16	104.16
S1	104.16	104.16	104.16	104.16
S2	104.16	104.16	104.16
S3	104.16	104.16	104.16
S4	104.16	104.16	104.16

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.57	119.02	107.27
R3	116.92	113.37	105.71
R2	111.27	111.27	105.20
R1	107.72	107.72	104.68	106.67
PP	105.62	105.62	105.62	105.10
S1	102.07	102.07	103.64	101.02
S2	99.97	99.97	103.12
S3	94.32	96.42	102.61
S4	88.67	90.77	101.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.18	103.53	5.65	5.4%	0.17	0.2%	11%	False	False	297
10	118.25	103.53	14.72	14.1%	0.09	0.1%	4%	False	False	348
20	123.71	103.53	20.18	19.4%	0.05	0.0%	3%	False	False	358

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	104.16
2.618	104.16
1.618	104.16
1.000	104.16
0.618	104.16
HIGH	104.16
0.618	104.16
0.500	104.16
0.382	104.16
LOW	104.16
0.618	104.16
1.000	104.16
1.618	104.16
2.618	104.16
4.250	104.16

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	104.16	105.15
PP	104.16	104.82
S1	104.16	104.49

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