NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 113.50 115.38 1.88 1.7% 115.32
High 117.01 117.34 0.33 0.3% 117.66
Low 112.17 113.07 0.90 0.8% 111.98
Close 114.93 116.03 1.10 1.0% 114.41
Range 4.84 4.27 -0.57 -11.8% 5.68
ATR 4.32 4.32 0.00 -0.1% 0.00
Volume 37,868 39,302 1,434 3.8% 235,444
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 128.29 126.43 118.38
R3 124.02 122.16 117.20
R2 119.75 119.75 116.81
R1 117.89 117.89 116.42 118.82
PP 115.48 115.48 115.48 115.95
S1 113.62 113.62 115.64 114.55
S2 111.21 111.21 115.25
S3 106.94 109.35 114.86
S4 102.67 105.08 113.68
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
5 117.62 111.98 5.64 4.9% 4.02 3.5% 72% False False 43,076
10 121.26 111.98 9.28 8.0% 3.98 3.4% 44% False False 46,022
20 129.16 111.98 17.18 14.8% 4.17 3.6% 24% False False 38,427
40 148.47 111.98 36.49 31.4% 4.45 3.8% 11% False False 27,867
60 148.47 111.98 36.49 31.4% 4.46 3.8% 11% False False 23,365
80 148.47 107.60 40.87 35.2% 4.11 3.5% 21% False False 19,372
100 148.47 98.15 50.32 43.4% 3.52 3.0% 36% False False 15,982
120 148.47 96.27 52.20 45.0% 3.21 2.8% 38% False False 13,707
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 1.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135.49
2.618 128.52
1.618 124.25
1.000 121.61
0.618 119.98
HIGH 117.34
0.618 115.71
0.500 115.21
0.382 114.70
LOW 113.07
0.618 110.43
1.000 108.80
1.618 106.16
2.618 101.89
4.250 94.92
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 115.76 115.61
PP 115.48 115.18
S1 115.21 114.76

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

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