NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 69.98 72.08 2.10 3.0% 67.00
High 76.95 72.08 -4.87 -6.3% 73.00
Low 69.98 72.08 2.10 3.0% 66.53
Close 76.72 72.00 -4.72 -6.2% 72.77
Range 6.97 0.00 -6.97 -100.0% 6.47
ATR 3.48 3.56 0.08 2.4% 0.00
Volume 2,677 1,859 -818 -30.6% 14,367
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.05 72.03 72.00
R3 72.05 72.03 72.00
R2 72.05 72.05 72.00
R1 72.03 72.03 72.00 72.04
PP 72.05 72.05 72.05 72.06
S1 72.03 72.03 72.00 72.04
S2 72.05 72.05 72.00
S3 72.05 72.03 72.00
S4 72.05 72.03 72.00
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.18 87.94 76.33
R3 83.71 81.47 74.55
R2 77.24 77.24 73.96
R1 75.00 75.00 73.36 76.12
PP 70.77 70.77 70.77 71.33
S1 68.53 68.53 72.18 69.65
S2 64.30 64.30 71.58
S3 57.83 62.06 70.99
S4 51.36 55.59 69.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.95 69.13 7.82 10.9% 2.06 2.9% 37% False False 2,735
10 76.95 66.53 10.42 14.5% 1.82 2.5% 52% False False 2,344
20 88.98 66.53 22.45 31.2% 1.46 2.0% 24% False False 1,666
40 109.67 66.53 43.14 59.9% 1.20 1.7% 13% False False 1,176
60 123.71 66.53 57.18 79.4% 0.80 1.1% 10% False False 895
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.08
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 72.08
2.618 72.08
1.618 72.08
1.000 72.08
0.618 72.08
HIGH 72.08
0.618 72.08
0.500 72.08
0.382 72.08
LOW 72.08
0.618 72.08
1.000 72.08
1.618 72.08
2.618 72.08
4.250 72.08
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 72.08 73.35
PP 72.05 72.90
S1 72.03 72.45

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

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