NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 118.16 115.75 -2.41 -2.0% 114.69
High 120.50 118.76 -1.74 -1.4% 120.50
Low 114.08 115.00 0.92 0.8% 112.36
Close 115.59 115.46 -0.13 -0.1% 115.46
Range 6.42 3.76 -2.66 -41.4% 8.14
ATR 4.84 4.76 -0.08 -1.6% 0.00
Volume 265,812 272,322 6,510 2.4% 1,300,662
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.69 125.33 117.53
R3 123.93 121.57 116.49
R2 120.17 120.17 116.15
R1 117.81 117.81 115.80 117.11
PP 116.41 116.41 116.41 116.06
S1 114.05 114.05 115.12 113.35
S2 112.65 112.65 114.77
S3 108.89 110.29 114.43
S4 105.13 106.53 113.39
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 140.53 136.13 119.94
R3 132.39 127.99 117.70
R2 124.25 124.25 116.95
R1 119.85 119.85 116.21 122.05
PP 116.11 116.11 116.11 117.21
S1 111.71 111.71 114.71 113.91
S2 107.97 107.97 113.97
S3 99.83 103.57 113.22
S4 91.69 95.43 110.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.50 112.36 8.14 7.1% 4.42 3.8% 38% False False 260,132
10 122.04 111.66 10.38 9.0% 4.93 4.3% 37% False False 241,701
20 126.68 111.50 15.18 13.1% 4.59 4.0% 26% False False 185,656
40 148.13 111.50 36.63 31.7% 4.95 4.3% 11% False False 116,552
60 148.13 111.50 36.63 31.7% 4.79 4.1% 11% False False 86,916
80 148.13 111.50 36.63 31.7% 4.63 4.0% 11% False False 69,800
100 148.13 106.72 41.41 35.9% 4.25 3.7% 21% False False 56,955
120 148.13 96.67 51.46 44.6% 3.92 3.4% 37% False False 48,242
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134.74
2.618 128.60
1.618 124.84
1.000 122.52
0.618 121.08
HIGH 118.76
0.618 117.32
0.500 116.88
0.382 116.44
LOW 115.00
0.618 112.68
1.000 111.24
1.618 108.92
2.618 105.16
4.250 99.02
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 116.88 117.29
PP 116.41 116.68
S1 115.93 116.07

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

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