NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 118.41 116.10 -2.31 -2.0% 114.81
High 120.72 119.03 -1.69 -1.4% 120.72
Low 114.46 115.40 0.94 0.8% 112.95
Close 115.99 115.85 -0.14 -0.1% 115.85
Range 6.26 3.63 -2.63 -42.0% 7.77
ATR 4.63 4.56 -0.07 -1.5% 0.00
Volume 88,823 69,935 -18,888 -21.3% 323,230
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.65 125.38 117.85
R3 124.02 121.75 116.85
R2 120.39 120.39 116.52
R1 118.12 118.12 116.18 117.44
PP 116.76 116.76 116.76 116.42
S1 114.49 114.49 115.52 113.81
S2 113.13 113.13 115.18
S3 109.50 110.86 114.85
S4 105.87 107.23 113.85
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 139.82 135.60 120.12
R3 132.05 127.83 117.99
R2 124.28 124.28 117.27
R1 120.06 120.06 116.56 122.17
PP 116.51 116.51 116.51 117.56
S1 112.29 112.29 115.14 114.40
S2 108.74 108.74 114.43
S3 100.97 104.52 113.71
S4 93.20 96.75 111.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120.72 112.95 7.77 6.7% 4.25 3.7% 37% False False 64,646
10 122.43 112.17 10.26 8.9% 4.77 4.1% 36% False False 55,666
20 127.11 111.98 15.13 13.1% 4.37 3.8% 26% False False 51,398
40 148.47 111.98 36.49 31.5% 4.74 4.1% 11% False False 36,323
60 148.47 111.98 36.49 31.5% 4.48 3.9% 11% False False 29,268
80 148.47 111.98 36.49 31.5% 4.29 3.7% 11% False False 24,514
100 148.47 105.95 42.52 36.7% 3.80 3.3% 23% False False 20,174
120 148.47 96.27 52.20 45.1% 3.42 3.0% 38% False False 17,214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134.46
2.618 128.53
1.618 124.90
1.000 122.66
0.618 121.27
HIGH 119.03
0.618 117.64
0.500 117.22
0.382 116.79
LOW 115.40
0.618 113.16
1.000 111.77
1.618 109.53
2.618 105.90
4.250 99.97
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 117.22 117.59
PP 116.76 117.01
S1 116.31 116.43

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

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