NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 127.41 124.90 -2.51 -2.0% 124.70
High 128.29 129.16 0.87 0.7% 129.16
Low 123.56 122.92 -0.64 -0.5% 121.60
Close 124.95 125.94 0.99 0.8% 125.94
Range 4.73 6.24 1.51 31.9% 7.56
ATR 4.60 4.72 0.12 2.6% 0.00
Volume 31,852 31,703 -149 -0.5% 128,424
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 144.73 141.57 129.37
R3 138.49 135.33 127.66
R2 132.25 132.25 127.08
R1 129.09 129.09 126.51 130.67
PP 126.01 126.01 126.01 126.80
S1 122.85 122.85 125.37 124.43
S2 119.77 119.77 124.80
S3 113.53 116.61 124.22
S4 107.29 110.37 122.51
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 148.25 144.65 130.10
R3 140.69 137.09 128.02
R2 133.13 133.13 127.33
R1 129.53 129.53 126.63 131.33
PP 125.57 125.57 125.57 126.47
S1 121.97 121.97 125.25 123.77
S2 118.01 118.01 124.55
S3 110.45 114.41 123.86
S4 102.89 106.85 121.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.16 121.60 7.56 6.0% 4.91 3.9% 57% True False 25,684
10 133.79 121.60 12.19 9.7% 4.49 3.6% 36% False False 22,510
20 148.47 121.60 26.87 21.3% 5.10 4.1% 16% False False 21,248
40 148.47 121.60 26.87 21.3% 4.53 3.6% 16% False False 18,203
60 148.47 121.15 27.32 21.7% 4.26 3.4% 18% False False 15,552
80 148.47 105.95 42.52 33.8% 3.66 2.9% 47% False False 12,368
100 148.47 96.27 52.20 41.4% 3.23 2.6% 57% False False 10,377
120 148.47 93.04 55.43 44.0% 2.88 2.3% 59% False False 8,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.98
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 155.68
2.618 145.50
1.618 139.26
1.000 135.40
0.618 133.02
HIGH 129.16
0.618 126.78
0.500 126.04
0.382 125.30
LOW 122.92
0.618 119.06
1.000 116.68
1.618 112.82
2.618 106.58
4.250 96.40
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 126.04 125.80
PP 126.01 125.65
S1 125.97 125.51

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

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