NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 114.01 113.20 -0.81 -0.7% 115.40
High 115.49 116.70 1.21 1.0% 117.40
Low 112.03 111.66 -0.37 -0.3% 111.50
Close 112.89 114.54 1.65 1.5% 113.94
Range 3.46 5.04 1.58 45.7% 5.90
ATR 4.50 4.54 0.04 0.9% 0.00
Volume 137,458 155,055 17,597 12.8% 686,082
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.42 127.02 117.31
R3 124.38 121.98 115.93
R2 119.34 119.34 115.46
R1 116.94 116.94 115.00 118.14
PP 114.30 114.30 114.30 114.90
S1 111.90 111.90 114.08 113.10
S2 109.26 109.26 113.62
S3 104.22 106.86 113.15
S4 99.18 101.82 111.77
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.98 128.86 117.19
R3 126.08 122.96 115.56
R2 120.18 120.18 115.02
R1 117.06 117.06 114.48 115.67
PP 114.28 114.28 114.28 113.59
S1 111.16 111.16 113.40 109.77
S2 108.38 108.38 112.86
S3 102.48 105.26 112.32
S4 96.58 99.36 110.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.40 111.50 5.90 5.2% 4.26 3.7% 52% False False 143,119
10 121.38 111.50 9.88 8.6% 4.10 3.6% 31% False False 140,990
20 129.21 111.50 17.71 15.5% 4.40 3.8% 17% False False 104,394
40 148.13 111.50 36.63 32.0% 4.72 4.1% 8% False False 68,812
60 148.13 111.50 36.63 32.0% 4.79 4.2% 8% False False 54,417
80 148.13 108.00 40.13 35.0% 4.48 3.9% 16% False False 43,971
100 148.13 97.48 50.65 44.2% 4.00 3.5% 34% False False 36,198
120 148.13 96.67 51.46 44.9% 3.72 3.2% 35% False False 30,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.00
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 138.12
2.618 129.89
1.618 124.85
1.000 121.74
0.618 119.81
HIGH 116.70
0.618 114.77
0.500 114.18
0.382 113.59
LOW 111.66
0.618 108.55
1.000 106.62
1.618 103.51
2.618 98.47
4.250 90.24
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 114.42 114.39
PP 114.30 114.25
S1 114.18 114.10

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

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