NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 127.45 121.97 -5.48 -4.3% 125.30
High 127.84 122.03 -5.81 -4.5% 129.52
Low 121.60 119.35 -2.25 -1.9% 122.46
Close 122.61 119.83 -2.78 -2.3% 126.54
Range 6.24 2.68 -3.56 -57.1% 7.06
ATR 4.26 4.19 -0.07 -1.7% 0.00
Volume 6,945 5,793 -1,152 -16.6% 29,140
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 128.44 126.82 121.30
R3 125.76 124.14 120.57
R2 123.08 123.08 120.32
R1 121.46 121.46 120.08 120.93
PP 120.40 120.40 120.40 120.14
S1 118.78 118.78 119.58 118.25
S2 117.72 117.72 119.34
S3 115.04 116.10 119.09
S4 112.36 113.42 118.36
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 147.35 144.01 130.42
R3 140.29 136.95 128.48
R2 133.23 133.23 127.83
R1 129.89 129.89 127.19 131.56
PP 126.17 126.17 126.17 127.01
S1 122.83 122.83 125.89 124.50
S2 119.11 119.11 125.25
S3 112.05 115.77 124.60
S4 104.99 108.71 122.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.52 119.35 10.17 8.5% 4.97 4.1% 5% False True 6,414
10 130.29 119.35 10.94 9.1% 4.13 3.4% 4% False True 6,374
20 148.35 119.35 29.00 24.2% 4.44 3.7% 2% False True 5,481
40 148.35 119.35 29.00 24.2% 3.55 3.0% 2% False True 4,289
60 148.35 119.35 29.00 24.2% 3.22 2.7% 2% False True 3,679
80 148.35 106.04 42.31 35.3% 2.66 2.2% 33% False False 2,933
100 148.35 96.69 51.66 43.1% 2.40 2.0% 45% False False 2,458
120 148.35 92.74 55.61 46.4% 2.06 1.7% 49% False False 2,179
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.75
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133.42
2.618 129.05
1.618 126.37
1.000 124.71
0.618 123.69
HIGH 122.03
0.618 121.01
0.500 120.69
0.382 120.37
LOW 119.35
0.618 117.69
1.000 116.67
1.618 115.01
2.618 112.33
4.250 107.96
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 120.69 124.44
PP 120.40 122.90
S1 120.12 121.37

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

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