NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 114.28 113.50 -0.78 -0.7% 115.32
High 115.89 117.01 1.12 1.0% 117.66
Low 112.44 112.17 -0.27 -0.2% 111.98
Close 113.32 114.93 1.61 1.4% 114.41
Range 3.45 4.84 1.39 40.3% 5.68
ATR 4.28 4.32 0.04 0.9% 0.00
Volume 41,074 37,868 -3,206 -7.8% 235,444
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.22 126.92 117.59
R3 124.38 122.08 116.26
R2 119.54 119.54 115.82
R1 117.24 117.24 115.37 118.39
PP 114.70 114.70 114.70 115.28
S1 112.40 112.40 114.49 113.55
S2 109.86 109.86 114.04
S3 105.02 107.56 113.60
S4 100.18 102.72 112.27
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 4.9% 4.00 3.5% 52% False False 43,584
10 121.26 111.98 9.28 8.1% 3.83 3.3% 32% False False 48,968
20 129.66 111.98 17.68 15.4% 4.18 3.6% 17% False False 37,305
40 148.47 111.98 36.49 31.7% 4.47 3.9% 8% False False 27,161
60 148.47 111.98 36.49 31.7% 4.46 3.9% 8% False False 22,857
80 148.47 107.60 40.87 35.6% 4.10 3.6% 18% False False 18,905
100 148.47 98.15 50.32 43.8% 3.48 3.0% 33% False False 15,608
120 148.47 96.27 52.20 45.4% 3.19 2.8% 36% False False 13,385
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 0.95
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 137.58
2.618 129.68
1.618 124.84
1.000 121.85
0.618 120.00
HIGH 117.01
0.618 115.16
0.500 114.59
0.382 114.02
LOW 112.17
0.618 109.18
1.000 107.33
1.618 104.34
2.618 99.50
4.250 91.60
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 114.82 114.79
PP 114.70 114.64
S1 114.59 114.50

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

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