NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 115.81 116.60 0.79 0.7% 114.92
High 117.20 118.90 1.70 1.5% 122.87
Low 114.82 113.60 -1.22 -1.1% 112.50
Close 116.31 117.14 0.83 0.7% 115.70
Range 2.38 5.30 2.92 122.7% 10.37
ATR 4.55 4.60 0.05 1.2% 0.00
Volume 44,438 16,446 -27,992 -63.0% 208,419
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 132.45 130.09 120.06
R3 127.15 124.79 118.60
R2 121.85 121.85 118.11
R1 119.49 119.49 117.63 120.67
PP 116.55 116.55 116.55 117.14
S1 114.19 114.19 116.65 115.37
S2 111.25 111.25 116.17
S3 105.95 108.89 115.68
S4 100.65 103.59 114.23
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 148.13 142.29 121.40
R3 137.76 131.92 118.55
R2 127.39 127.39 117.60
R1 121.55 121.55 116.65 124.47
PP 117.02 117.02 117.02 118.49
S1 111.18 111.18 114.75 114.10
S2 106.65 106.65 113.80
S3 96.28 100.81 112.85
S4 85.91 90.44 110.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.87 113.53 9.34 8.0% 5.18 4.4% 39% False False 40,809
10 122.87 112.37 10.50 9.0% 4.59 3.9% 45% False False 40,213
20 129.58 112.37 17.21 14.7% 4.56 3.9% 28% False False 46,367
40 148.60 112.37 36.23 30.9% 4.61 3.9% 13% False False 42,925
60 148.60 112.37 36.23 30.9% 4.71 4.0% 13% False False 41,403
80 148.60 112.37 36.23 30.9% 4.50 3.8% 13% False False 41,056
100 148.60 103.65 44.95 38.4% 4.16 3.6% 30% False False 36,940
120 148.60 95.83 52.77 45.0% 3.99 3.4% 40% False False 34,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.97
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.43
2.618 132.78
1.618 127.48
1.000 124.20
0.618 122.18
HIGH 118.90
0.618 116.88
0.500 116.25
0.382 115.62
LOW 113.60
0.618 110.32
1.000 108.30
1.618 105.02
2.618 99.72
4.250 91.08
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 116.84 118.19
PP 116.55 117.84
S1 116.25 117.49

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

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