NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 121.32 118.96 -2.36 -1.9% 124.70
High 121.68 120.17 -1.51 -1.2% 129.16
Low 118.72 117.36 -1.36 -1.1% 121.60
Close 119.42 118.59 -0.83 -0.7% 125.94
Range 2.96 2.81 -0.15 -5.1% 7.56
ATR 4.75 4.62 -0.14 -2.9% 0.00
Volume 35,958 68,764 32,806 91.2% 128,424
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.14 125.67 120.14
R3 124.33 122.86 119.36
R2 121.52 121.52 119.11
R1 120.05 120.05 118.85 119.38
PP 118.71 118.71 118.71 118.37
S1 117.24 117.24 118.33 116.57
S2 115.90 115.90 118.07
S3 113.09 114.43 117.82
S4 110.28 111.62 117.04
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
5 129.16 117.36 11.80 10.0% 4.70 4.0% 10% False True 38,578
10 129.16 117.36 11.80 10.0% 4.36 3.7% 10% False True 30,832
20 148.47 117.36 31.11 26.2% 5.06 4.3% 4% False True 24,782
40 148.47 117.36 31.11 26.2% 4.44 3.7% 4% False True 19,690
60 148.47 117.36 31.11 26.2% 4.39 3.7% 4% False True 17,355
80 148.47 107.60 40.87 34.5% 3.78 3.2% 27% False False 13,939
100 148.47 96.27 52.20 44.0% 3.32 2.8% 43% False False 11,608
120 148.47 95.15 53.32 45.0% 2.97 2.5% 44% False False 9,937
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132.11
2.618 127.53
1.618 124.72
1.000 122.98
0.618 121.91
HIGH 120.17
0.618 119.10
0.500 118.77
0.382 118.43
LOW 117.36
0.618 115.62
1.000 114.55
1.618 112.81
2.618 110.00
4.250 105.42
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 118.77 122.24
PP 118.71 121.02
S1 118.65 119.81

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

View Archives - Comment on this page... - Back to Index of Symbols