NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 125.49 126.36 0.87 0.7% 131.44
High 127.15 127.30 0.15 0.1% 133.79
Low 124.53 123.44 -1.09 -0.9% 123.44
Close 126.33 124.28 -2.05 -1.6% 124.28
Range 2.62 3.86 1.24 47.3% 10.35
ATR 4.64 4.58 -0.06 -1.2% 0.00
Volume 18,378 32,186 13,808 75.1% 96,679
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 136.59 134.29 126.40
R3 132.73 130.43 125.34
R2 128.87 128.87 124.99
R1 126.57 126.57 124.63 125.79
PP 125.01 125.01 125.01 124.62
S1 122.71 122.71 123.93 121.93
S2 121.15 121.15 123.57
S3 117.29 118.85 123.22
S4 113.43 114.99 122.16
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 158.22 151.60 129.97
R3 147.87 141.25 127.13
R2 137.52 137.52 126.18
R1 130.90 130.90 125.23 129.04
PP 127.17 127.17 127.17 126.24
S1 120.55 120.55 123.33 118.69
S2 116.82 116.82 122.38
S3 106.47 110.20 121.43
S4 96.12 99.85 118.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.79 123.44 10.35 8.3% 4.08 3.3% 8% False True 19,335
10 147.81 123.44 24.37 19.6% 5.20 4.2% 3% False True 19,902
20 148.47 123.44 25.03 20.1% 4.56 3.7% 3% False True 18,429
40 148.47 122.40 26.07 21.0% 4.55 3.7% 7% False False 16,400
60 148.47 110.32 38.15 30.7% 4.11 3.3% 37% False False 13,717
80 148.47 101.70 46.77 37.6% 3.41 2.7% 48% False False 10,903
100 148.47 96.27 52.20 42.0% 3.03 2.4% 54% False False 9,236
120 148.47 86.40 62.07 49.9% 2.73 2.2% 61% False False 7,842
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 1.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.71
2.618 137.41
1.618 133.55
1.000 131.16
0.618 129.69
HIGH 127.30
0.618 125.83
0.500 125.37
0.382 124.91
LOW 123.44
0.618 121.05
1.000 119.58
1.618 117.19
2.618 113.33
4.250 107.04
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 125.37 126.55
PP 125.01 125.79
S1 124.64 125.04

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

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