NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 116.74 114.98 -1.76 -1.5% 115.32
High 117.62 114.98 -2.64 -2.2% 117.66
Low 113.09 111.98 -1.11 -1.0% 111.98
Close 115.37 114.41 -0.96 -0.8% 114.41
Range 4.53 3.00 -1.53 -33.8% 5.68
ATR 4.42 4.34 -0.07 -1.7% 0.00
Volume 57,151 39,985 -17,166 -30.0% 235,444
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.79 121.60 116.06
R3 119.79 118.60 115.24
R2 116.79 116.79 114.96
R1 115.60 115.60 114.69 114.70
PP 113.79 113.79 113.79 113.34
S1 112.60 112.60 114.14 111.70
S2 110.79 110.79 113.86
S3 107.79 109.60 113.59
S4 104.79 106.60 112.76
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.72 128.75 117.53
R3 126.04 123.07 115.97
R2 120.36 120.36 115.45
R1 117.39 117.39 114.93 116.04
PP 114.68 114.68 114.68 114.01
S1 111.71 111.71 113.89 110.36
S2 109.00 109.00 113.37
S3 103.32 106.03 112.85
S4 97.64 100.35 111.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.66 111.98 5.68 5.0% 3.83 3.3% 43% False True 47,088
10 127.11 111.98 15.13 13.2% 3.98 3.5% 16% False True 47,131
20 133.79 111.98 21.81 19.1% 4.24 3.7% 11% False True 34,820
40 148.47 111.98 36.49 31.9% 4.39 3.8% 7% False True 25,745
60 148.47 111.98 36.49 31.9% 4.44 3.9% 7% False True 22,158
80 148.47 107.60 40.87 35.7% 4.01 3.5% 17% False False 18,017
100 148.47 98.15 50.32 44.0% 3.45 3.0% 32% False False 14,859
120 148.47 96.27 52.20 45.6% 3.13 2.7% 35% False False 12,743
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 0.74
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127.73
2.618 122.83
1.618 119.83
1.000 117.98
0.618 116.83
HIGH 114.98
0.618 113.83
0.500 113.48
0.382 113.13
LOW 111.98
0.618 110.13
1.000 108.98
1.618 107.13
2.618 104.13
4.250 99.23
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 114.10 114.82
PP 113.79 114.68
S1 113.48 114.55

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

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