NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 22-Jul-2008

Day Change Summary
	Previous	Current
	21-Jul-2008	22-Jul-2008	Change	Change %	Previous Week
Open	129.50	131.98	2.48	1.9%	145.35
High	132.75	132.90	0.15	0.1%	147.40
Low	129.12	126.37	-2.75	-2.1%	128.95
Close	131.82	128.42	-3.40	-2.6%	129.47
Range	3.63	6.53	2.90	79.9%	18.45
ATR	5.28	5.37	0.09	1.7%	0.00
Volume	179,837	247,598	67,761	37.7%	739,902

Daily Pivots for day following 22-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	148.82	145.15	132.01
R3	142.29	138.62	130.22
R2	135.76	135.76	129.62
R1	132.09	132.09	129.02	130.66
PP	129.23	129.23	129.23	128.52
S1	125.56	125.56	127.82	124.13
S2	122.70	122.70	127.22
S3	116.17	119.03	126.62
S4	109.64	112.50	124.83

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	190.62	178.50	139.62
R3	172.17	160.05	134.54
R2	153.72	153.72	132.85
R1	141.60	141.60	131.16	138.44
PP	135.27	135.27	135.27	133.69
S1	123.15	123.15	127.78	119.99
S2	116.82	116.82	126.09
S3	98.37	104.70	124.40
S4	79.92	86.25	119.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139.91	126.37	13.54	10.5%	5.74	4.5%	15%	False	True	185,255
10	147.90	126.37	21.53	16.8%	5.88	4.6%	10%	False	True	154,186
20	147.90	126.37	21.53	16.8%	5.24	4.1%	10%	False	True	113,255
40	147.90	122.27	25.63	20.0%	5.27	4.1%	24%	False	False	85,559
60	147.90	108.40	39.50	30.8%	4.66	3.6%	51%	False	False	66,533
80	147.90	97.93	49.97	38.9%	4.18	3.3%	61%	False	False	52,447
100	147.90	96.72	51.18	39.9%	3.93	3.1%	62%	False	False	43,470
120	147.90	86.44	61.46	47.9%	3.56	2.8%	68%	False	False	36,880

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	0.94
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	160.65
2.618	150.00
1.618	143.47
1.000	139.43
0.618	136.94
HIGH	132.90
0.618	130.41
0.500	129.64
0.382	128.86
LOW	126.37
0.618	122.33
1.000	119.84
1.618	115.80
2.618	109.27
4.250	98.62

Fisher Pivots for day following 22-Jul-2008
Pivot	1 day	3 day
R1	129.64	129.64
PP	129.23	129.23
S1	128.83	128.83

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