NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 121.83 119.18 -2.65 -2.2% 124.55
High 122.00 120.58 -1.42 -1.2% 129.58
Low 118.78 117.56 -1.22 -1.0% 121.92
Close 119.66 118.81 -0.85 -0.7% 126.30
Range 3.22 3.02 -0.20 -6.2% 7.66
ATR 4.86 4.73 -0.13 -2.7% 0.00
Volume 41,793 68,130 26,337 63.0% 241,795
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 128.04 126.45 120.47
R3 125.02 123.43 119.64
R2 122.00 122.00 119.36
R1 120.41 120.41 119.09 119.70
PP 118.98 118.98 118.98 118.63
S1 117.39 117.39 118.53 116.68
S2 115.96 115.96 118.26
S3 112.94 114.37 117.98
S4 109.92 111.35 117.15
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 148.91 145.27 130.51
R3 141.25 137.61 128.41
R2 133.59 133.59 127.70
R1 129.95 129.95 127.00 131.77
PP 125.93 125.93 125.93 126.85
S1 122.29 122.29 125.60 124.11
S2 118.27 118.27 124.90
S3 110.61 114.63 124.19
S4 102.95 106.97 122.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.58 117.56 12.02 10.1% 4.82 4.1% 10% False True 50,420
10 129.58 117.56 12.02 10.1% 4.42 3.7% 10% False True 49,633
20 148.60 117.56 31.04 26.1% 5.08 4.3% 4% False True 43,580
40 148.60 117.56 31.04 26.1% 4.61 3.9% 4% False True 39,243
60 148.60 117.56 31.04 26.1% 4.67 3.9% 4% False True 40,954
80 148.60 107.00 41.60 35.0% 4.28 3.6% 28% False False 36,964
100 148.60 95.83 52.77 44.4% 3.99 3.4% 44% False False 33,848
120 148.60 93.63 54.97 46.3% 3.79 3.2% 46% False False 32,387
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.02
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133.42
2.618 128.49
1.618 125.47
1.000 123.60
0.618 122.45
HIGH 120.58
0.618 119.43
0.500 119.07
0.382 118.71
LOW 117.56
0.618 115.69
1.000 114.54
1.618 112.67
2.618 109.65
4.250 104.73
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 119.07 122.53
PP 118.98 121.29
S1 118.90 120.05

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

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