NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 116.62 118.41 1.79 1.5% 114.28
High 119.89 120.72 0.83 0.7% 122.43
Low 116.30 114.46 -1.84 -1.6% 112.17
Close 118.44 115.99 -2.45 -2.1% 115.14
Range 3.59 6.26 2.67 74.4% 10.26
ATR 4.51 4.63 0.13 2.8% 0.00
Volume 82,107 88,823 6,716 8.2% 233,432
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 135.84 132.17 119.43
R3 129.58 125.91 117.71
R2 123.32 123.32 117.14
R1 119.65 119.65 116.56 118.36
PP 117.06 117.06 117.06 116.41
S1 113.39 113.39 115.42 112.10
S2 110.80 110.80 114.84
S3 104.54 107.13 114.27
S4 98.28 100.87 112.55
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
5 122.22 112.95 9.27 8.0% 5.02 4.3% 33% False False 63,315
10 122.43 111.98 10.45 9.0% 4.71 4.1% 38% False False 52,671
20 129.16 111.98 17.18 14.8% 4.50 3.9% 23% False False 49,487
40 148.47 111.98 36.49 31.5% 4.68 4.0% 11% False False 34,931
60 148.47 111.98 36.49 31.5% 4.58 4.0% 11% False False 28,343
80 148.47 111.98 36.49 31.5% 4.28 3.7% 11% False False 23,693
100 148.47 105.93 42.54 36.7% 3.77 3.2% 24% False False 19,509
120 148.47 96.27 52.20 45.0% 3.39 2.9% 38% False False 16,647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 147.33
2.618 137.11
1.618 130.85
1.000 126.98
0.618 124.59
HIGH 120.72
0.618 118.33
0.500 117.59
0.382 116.85
LOW 114.46
0.618 110.59
1.000 108.20
1.618 104.33
2.618 98.07
4.250 87.86
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 117.59 116.84
PP 117.06 116.55
S1 116.52 116.27

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

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