NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 114.81 115.81 1.00 0.9% 114.28
High 116.62 118.39 1.77 1.5% 122.43
Low 114.28 112.95 -1.33 -1.2% 112.17
Close 115.71 116.70 0.99 0.9% 115.14
Range 2.34 5.44 3.10 132.5% 10.26
ATR 4.51 4.58 0.07 1.5% 0.00
Volume 53,733 28,632 -25,101 -46.7% 233,432
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 132.33 129.96 119.69
R3 126.89 124.52 118.20
R2 121.45 121.45 117.70
R1 119.08 119.08 117.20 120.27
PP 116.01 116.01 116.01 116.61
S1 113.64 113.64 116.20 114.83
S2 110.57 110.57 115.70
S3 105.13 108.20 115.20
S4 99.69 102.76 113.71
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 147.36 141.51 120.78
R3 137.10 131.25 117.96
R2 126.84 126.84 117.02
R1 120.99 120.99 116.08 123.92
PP 116.58 116.58 116.58 118.04
S1 110.73 110.73 114.20 113.66
S2 106.32 106.32 113.26
S3 96.06 100.47 112.32
S4 85.80 90.21 109.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.43 112.95 9.48 8.1% 5.18 4.4% 40% False True 47,371
10 122.43 111.98 10.45 9.0% 4.59 3.9% 45% False False 45,477
20 129.16 111.98 17.18 14.7% 4.56 3.9% 27% False False 43,867
40 148.47 111.98 36.49 31.3% 4.59 3.9% 13% False False 31,411
60 148.47 111.98 36.49 31.3% 4.57 3.9% 13% False False 25,906
80 148.47 111.98 36.49 31.3% 4.23 3.6% 13% False False 21,628
100 148.47 104.51 43.96 37.7% 3.70 3.2% 28% False False 17,850
120 148.47 96.27 52.20 44.7% 3.33 2.9% 39% False False 15,266
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 141.51
2.618 132.63
1.618 127.19
1.000 123.83
0.618 121.75
HIGH 118.39
0.618 116.31
0.500 115.67
0.382 115.03
LOW 112.95
0.618 109.59
1.000 107.51
1.618 104.15
2.618 98.71
4.250 89.83
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 116.36 117.59
PP 116.01 117.29
S1 115.67 117.00

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

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