NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 132.39 131.00 -1.39 -1.0% 145.61
High 134.20 133.93 -0.27 -0.2% 148.03
Low 130.26 130.48 0.22 0.2% 130.26
Close 130.75 133.04 2.29 1.8% 130.75
Range 3.94 3.45 -0.49 -12.4% 17.77
ATR 5.00 4.89 -0.11 -2.2% 0.00
Volume 54,028 42,439 -11,589 -21.4% 213,885
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 142.83 141.39 134.94
R3 139.38 137.94 133.99
R2 135.93 135.93 133.67
R1 134.49 134.49 133.36 135.21
PP 132.48 132.48 132.48 132.85
S1 131.04 131.04 132.72 131.76
S2 129.03 129.03 132.41
S3 125.58 127.59 132.09
S4 122.13 124.14 131.14
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 13.4% 6.29 4.7% 16% False False 41,923
10 148.60 130.26 18.34 13.8% 5.66 4.3% 15% False False 40,951
20 148.60 130.26 18.34 13.8% 4.70 3.5% 15% False False 36,661
40 148.60 122.37 26.23 19.7% 4.83 3.6% 41% False False 38,766
60 148.60 107.00 41.60 31.3% 4.43 3.3% 63% False False 37,436
80 148.60 96.62 51.98 39.1% 4.01 3.0% 70% False False 33,030
100 148.60 95.83 52.77 39.7% 3.80 2.9% 71% False False 31,917
120 148.60 85.60 63.00 47.4% 3.53 2.7% 75% False False 29,550
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.97
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 148.59
2.618 142.96
1.618 139.51
1.000 137.38
0.618 136.06
HIGH 133.93
0.618 132.61
0.500 132.21
0.382 131.80
LOW 130.48
0.618 128.35
1.000 127.03
1.618 124.90
2.618 121.45
4.250 115.82
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 132.76 134.41
PP 132.48 133.95
S1 132.21 133.50

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

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