NYMEX Light Sweet Crude Oil Future October 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 114.69 115.50 0.81 0.7% 114.01
High 116.06 117.89 1.83 1.6% 122.04
Low 113.68 112.36 -1.32 -1.2% 111.66
Close 115.11 116.27 1.16 1.0% 114.59
Range 2.38 5.53 3.15 132.4% 10.38
ATR 4.71 4.77 0.06 1.2% 0.00
Volume 276,216 174,446 -101,770 -36.8% 1,116,351
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 132.10 129.71 119.31
R3 126.57 124.18 117.79
R2 121.04 121.04 117.28
R1 118.65 118.65 116.78 119.85
PP 115.51 115.51 115.51 116.10
S1 113.12 113.12 115.76 114.32
S2 109.98 109.98 115.26
S3 104.45 107.59 114.75
S4 98.92 102.06 113.23
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
5 122.04 112.36 9.68 8.3% 5.33 4.6% 40% False True 254,900
10 122.04 111.50 10.54 9.1% 4.79 4.1% 45% False False 199,009
20 128.95 111.50 17.45 15.0% 4.78 4.1% 27% False False 154,901
40 148.13 111.50 36.63 31.5% 4.80 4.1% 13% False False 97,381
60 148.13 111.50 36.63 31.5% 4.88 4.2% 13% False False 73,821
80 148.13 111.50 36.63 31.5% 4.56 3.9% 13% False False 59,458
100 148.13 104.51 43.62 37.5% 4.16 3.6% 27% False False 48,688
120 148.13 96.67 51.46 44.3% 3.85 3.3% 38% False False 41,249
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 1.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.39
2.618 132.37
1.618 126.84
1.000 123.42
0.618 121.31
HIGH 117.89
0.618 115.78
0.500 115.13
0.382 114.47
LOW 112.36
0.618 108.94
1.000 106.83
1.618 103.41
2.618 97.88
4.250 88.86
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 115.89 117.11
PP 115.51 116.83
S1 115.13 116.55

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

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