NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 115.75 117.05 1.30 1.1% 114.69
High 118.76 117.25 -1.51 -1.3% 120.50
Low 115.00 105.46 -9.54 -8.3% 112.36
Close 115.46 109.71 -5.75 -5.0% 115.46
Range 3.76 11.79 8.03 213.6% 8.14
ATR 4.76 5.26 0.50 10.5% 0.00
Volume 272,322 216,481 -55,841 -20.5% 1,300,662
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 146.18 139.73 116.19
R3 134.39 127.94 112.95
R2 122.60 122.60 111.87
R1 116.15 116.15 110.79 113.48
PP 110.81 110.81 110.81 109.47
S1 104.36 104.36 108.63 101.69
S2 99.02 99.02 107.55
S3 87.23 92.57 106.47
S4 75.44 80.78 103.23
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
5 120.50 105.46 15.04 13.7% 6.30 5.7% 28% False True 248,185
10 122.04 105.46 16.58 15.1% 5.76 5.3% 26% False True 249,603
20 122.04 105.46 16.58 15.1% 4.84 4.4% 26% False True 192,427
40 148.13 105.46 42.67 38.9% 5.12 4.7% 10% False True 121,189
60 148.13 105.46 42.67 38.9% 4.90 4.5% 10% False True 89,652
80 148.13 105.46 42.67 38.9% 4.75 4.3% 10% False True 72,365
100 148.13 105.46 42.67 38.9% 4.36 4.0% 10% False True 59,066
120 148.13 96.67 51.46 46.9% 4.01 3.7% 25% False False 50,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.12
Widest range in 171 trading days
Fibonacci Retracements and Extensions
4.250 167.36
2.618 148.12
1.618 136.33
1.000 129.04
0.618 124.54
HIGH 117.25
0.618 112.75
0.500 111.36
0.382 109.96
LOW 105.46
0.618 98.17
1.000 93.67
1.618 86.38
2.618 74.59
4.250 55.35
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 111.36 112.98
PP 110.81 111.89
S1 110.26 110.80

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

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