NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	116.10	117.36	1.26	1.1%	114.81
High	119.03	117.58	-1.45	-1.2%	120.72
Low	115.40	105.99	-9.41	-8.2%	112.95
Close	115.85	110.30	-5.55	-4.8%	115.85
Range	3.63	11.59	7.96	219.3%	7.77
ATR	4.56	5.06	0.50	11.0%	0.00
Volume	69,935	64,038	-5,897	-8.4%	323,230

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	146.06	139.77	116.67
R3	134.47	128.18	113.49
R2	122.88	122.88	112.42
R1	116.59	116.59	111.36	113.94
PP	111.29	111.29	111.29	109.97
S1	105.00	105.00	109.24	102.35
S2	99.70	99.70	108.18
S3	88.11	93.41	107.11
S4	76.52	81.82	103.93

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	105.99	14.73	13.4%	6.10	5.5%	29%	False	True	66,707
10	122.43	105.99	16.44	14.9%	5.58	5.1%	26%	False	True	57,962
20	122.43	105.99	16.44	14.9%	4.61	4.2%	26%	False	True	53,369
40	148.47	105.99	42.48	38.5%	4.92	4.5%	10%	False	True	37,519
60	148.47	105.99	42.48	38.5%	4.61	4.2%	10%	False	True	29,751
80	148.47	105.99	42.48	38.5%	4.42	4.0%	10%	False	True	25,233
100	148.47	105.99	42.48	38.5%	3.92	3.6%	10%	False	True	20,791
120	148.47	96.27	52.20	47.3%	3.51	3.2%	27%	False	False	17,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.05
Widest range in 171 trading days

Fibonacci Retracements and Extensions
4.250	166.84
2.618	147.92
1.618	136.33
1.000	129.17
0.618	124.74
HIGH	117.58
0.618	113.15
0.500	111.79
0.382	110.42
LOW	105.99
0.618	98.83
1.000	94.40
1.618	87.24
2.618	75.65
4.250	56.73

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	111.79	113.36
PP	111.29	112.34
S1	110.80	111.32

Download as Excel Spreadsheet

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

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