NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 137.11 132.39 -4.72 -3.4% 145.61
High 138.56 134.20 -4.36 -3.1% 148.03
Low 131.48 130.26 -1.22 -0.9% 130.26
Close 131.52 130.75 -0.77 -0.6% 130.75
Range 7.08 3.94 -3.14 -44.4% 17.77
ATR 5.08 5.00 -0.08 -1.6% 0.00
Volume 43,325 54,028 10,703 24.7% 213,885
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 143.56 141.09 132.92
R3 139.62 137.15 131.83
R2 135.68 135.68 131.47
R1 133.21 133.21 131.11 132.48
PP 131.74 131.74 131.74 131.37
S1 129.27 129.27 130.39 128.54
S2 127.80 127.80 130.03
S3 123.86 125.33 129.67
S4 119.92 121.39 128.58
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 189.66 177.97 140.52
R3 171.89 160.20 135.64
R2 154.12 154.12 134.01
R1 142.43 142.43 132.38 139.39
PP 136.35 136.35 136.35 134.83
S1 124.66 124.66 129.12 121.62
S2 118.58 118.58 127.49
S3 100.81 106.89 125.86
S4 83.04 89.12 120.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.03 130.26 17.77 13.6% 6.31 4.8% 3% False True 42,777
10 148.60 130.26 18.34 14.0% 5.74 4.4% 3% False True 39,543
20 148.60 130.26 18.34 14.0% 4.72 3.6% 3% False True 35,793
40 148.60 122.37 26.23 20.1% 4.82 3.7% 32% False False 39,897
60 148.60 107.00 41.60 31.8% 4.44 3.4% 57% False False 37,158
80 148.60 96.62 51.98 39.8% 3.99 3.1% 66% False False 32,754
100 148.60 95.83 52.77 40.4% 3.80 2.9% 66% False False 31,694
120 148.60 85.60 63.00 48.2% 3.52 2.7% 72% False False 29,341
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.94
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 150.95
2.618 144.51
1.618 140.57
1.000 138.14
0.618 136.63
HIGH 134.20
0.618 132.69
0.500 132.23
0.382 131.77
LOW 130.26
0.618 127.83
1.000 126.32
1.618 123.89
2.618 119.95
4.250 113.52
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 132.23 135.63
PP 131.74 134.00
S1 131.24 132.38

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

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