NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 121.29 118.55 -2.74 -2.3% 124.03
High 121.42 120.34 -1.08 -0.9% 128.95
Low 118.29 117.14 -1.15 -1.0% 120.90
Close 119.22 118.44 -0.78 -0.7% 125.50
Range 3.13 3.20 0.07 2.2% 8.05
ATR 4.98 4.85 -0.13 -2.6% 0.00
Volume 97,674 145,778 48,104 49.2% 320,231
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 128.24 126.54 120.20
R3 125.04 123.34 119.32
R2 121.84 121.84 119.03
R1 120.14 120.14 118.73 119.39
PP 118.64 118.64 118.64 118.27
S1 116.94 116.94 118.15 116.19
S2 115.44 115.44 117.85
S3 112.24 113.74 117.56
S4 109.04 110.54 116.68
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 149.27 145.43 129.93
R3 141.22 137.38 127.71
R2 133.17 133.17 126.98
R1 129.33 129.33 126.24 131.25
PP 125.12 125.12 125.12 126.08
S1 121.28 121.28 124.76 123.20
S2 117.07 117.07 124.02
S3 109.02 113.23 123.29
S4 100.97 105.18 121.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.95 117.14 11.81 10.0% 4.93 4.2% 11% False True 99,314
10 128.95 117.14 11.81 10.0% 4.58 3.9% 11% False True 77,496
20 148.13 117.14 30.99 26.2% 5.23 4.4% 4% False True 58,396
40 148.13 117.14 30.99 26.2% 4.76 4.0% 4% False True 43,001
60 148.13 117.14 30.99 26.2% 4.72 4.0% 4% False True 36,037
80 148.13 108.00 40.13 33.9% 4.26 3.6% 26% False False 28,707
100 148.13 96.67 51.46 43.4% 3.86 3.3% 42% False False 23,915
120 148.13 95.61 52.52 44.3% 3.48 2.9% 43% False False 20,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.94
2.618 128.72
1.618 125.52
1.000 123.54
0.618 122.32
HIGH 120.34
0.618 119.12
0.500 118.74
0.382 118.36
LOW 117.14
0.618 115.16
1.000 113.94
1.618 111.96
2.618 108.76
4.250 103.54
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 118.74 121.91
PP 118.64 120.75
S1 118.54 119.60

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

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