NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 121.55 114.69 -6.86 -5.6% 114.01
High 121.86 116.06 -5.80 -4.8% 122.04
Low 114.18 113.68 -0.50 -0.4% 111.66
Close 114.59 115.11 0.52 0.5% 114.59
Range 7.68 2.38 -5.30 -69.0% 10.38
ATR 4.89 4.71 -0.18 -3.7% 0.00
Volume 308,114 276,216 -31,898 -10.4% 1,116,351
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.09 120.98 116.42
R3 119.71 118.60 115.76
R2 117.33 117.33 115.55
R1 116.22 116.22 115.33 116.78
PP 114.95 114.95 114.95 115.23
S1 113.84 113.84 114.89 114.40
S2 112.57 112.57 114.67
S3 110.19 111.46 114.46
S4 107.81 109.08 113.80
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 147.24 141.29 120.30
R3 136.86 130.91 117.44
R2 126.48 126.48 116.49
R1 120.53 120.53 115.54 123.51
PP 116.10 116.10 116.10 117.58
S1 110.15 110.15 113.64 113.13
S2 105.72 105.72 112.69
S3 95.34 99.77 111.74
S4 84.96 89.39 108.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.04 111.66 10.38 9.0% 5.23 4.5% 33% False False 251,021
10 122.04 111.50 10.54 9.2% 4.60 4.0% 34% False False 194,240
20 128.95 111.50 17.45 15.2% 4.77 4.1% 21% False False 147,861
40 148.13 111.50 36.63 31.8% 4.74 4.1% 10% False False 93,598
60 148.13 111.50 36.63 31.8% 4.85 4.2% 10% False False 71,162
80 148.13 111.50 36.63 31.8% 4.54 3.9% 10% False False 57,339
100 148.13 104.51 43.62 37.9% 4.12 3.6% 24% False False 46,970
120 148.13 96.67 51.46 44.7% 3.82 3.3% 36% False False 39,814
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.93
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 126.18
2.618 122.29
1.618 119.91
1.000 118.44
0.618 117.53
HIGH 116.06
0.618 115.15
0.500 114.87
0.382 114.59
LOW 113.68
0.618 112.21
1.000 111.30
1.618 109.83
2.618 107.45
4.250 103.57
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 115.03 117.86
PP 114.95 116.94
S1 114.87 116.03

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

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