NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 126.60 124.55 -2.05 -1.6% 131.00
High 127.63 126.50 -1.13 -0.9% 134.15
Low 123.79 124.03 0.24 0.2% 123.79
Close 124.62 126.09 1.47 1.2% 124.62
Range 3.84 2.47 -1.37 -35.7% 10.36
ATR 4.71 4.55 -0.16 -3.4% 0.00
Volume 69,762 49,653 -20,109 -28.8% 207,218
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 132.95 131.99 127.45
R3 130.48 129.52 126.77
R2 128.01 128.01 126.54
R1 127.05 127.05 126.32 127.53
PP 125.54 125.54 125.54 125.78
S1 124.58 124.58 125.86 125.06
S2 123.07 123.07 125.64
S3 120.60 122.11 125.41
S4 118.13 119.64 124.73
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 158.60 151.97 130.32
R3 148.24 141.61 127.47
R2 137.88 137.88 126.52
R1 131.25 131.25 125.57 129.39
PP 127.52 127.52 127.52 126.59
S1 120.89 120.89 123.67 119.03
S2 117.16 117.16 122.72
S3 106.80 110.53 121.77
S4 96.44 100.17 118.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134.15 123.79 10.36 8.2% 3.90 3.1% 22% False False 42,886
10 148.03 123.79 24.24 19.2% 5.09 4.0% 9% False False 42,404
20 148.60 123.79 24.81 19.7% 4.57 3.6% 9% False False 39,480
40 148.60 122.37 26.23 20.8% 4.76 3.8% 14% False False 38,874
60 148.60 112.70 35.90 28.5% 4.46 3.5% 37% False False 39,102
80 148.60 102.15 46.45 36.8% 4.03 3.2% 52% False False 34,363
100 148.60 95.83 52.77 41.9% 3.85 3.1% 57% False False 32,626
120 148.60 87.50 61.10 48.5% 3.60 2.9% 63% False False 30,592
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.00
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 137.00
2.618 132.97
1.618 130.50
1.000 128.97
0.618 128.03
HIGH 126.50
0.618 125.56
0.500 125.27
0.382 124.97
LOW 124.03
0.618 122.50
1.000 121.56
1.618 120.03
2.618 117.56
4.250 113.53
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 125.82 125.96
PP 125.54 125.84
S1 125.27 125.71

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

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