NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 119.31 119.45 0.14 0.1% 127.45
High 120.76 119.70 -1.06 -0.9% 127.84
Low 118.09 115.86 -2.23 -1.9% 115.86
Close 119.82 116.32 -3.50 -2.9% 116.32
Range 2.67 3.84 1.17 43.8% 11.98
ATR 3.97 3.97 0.00 0.0% 0.00
Volume 12,614 11,067 -1,547 -12.3% 48,044
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 128.81 126.41 118.43
R3 124.97 122.57 117.38
R2 121.13 121.13 117.02
R1 118.73 118.73 116.67 118.01
PP 117.29 117.29 117.29 116.94
S1 114.89 114.89 115.97 114.17
S2 113.45 113.45 115.62
S3 109.61 111.05 115.26
S4 105.77 107.21 114.21
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 155.95 148.11 122.91
R3 143.97 136.13 119.61
R2 131.99 131.99 118.52
R1 124.15 124.15 117.42 122.08
PP 120.01 120.01 120.01 118.97
S1 112.17 112.17 115.22 110.10
S2 108.03 108.03 114.12
S3 96.05 100.19 113.03
S4 84.07 88.21 109.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.84 115.86 11.98 10.3% 3.58 3.1% 4% False True 9,608
10 129.52 115.86 13.66 11.7% 4.06 3.5% 3% False True 7,718
20 147.60 115.86 31.74 27.3% 4.25 3.7% 1% False True 6,609
40 148.35 115.86 32.49 27.9% 3.46 3.0% 1% False True 4,948
60 148.35 115.86 32.49 27.9% 3.28 2.8% 1% False True 4,174
80 148.35 108.57 39.78 34.2% 2.73 2.4% 19% False False 3,359
100 148.35 96.69 51.66 44.4% 2.46 2.1% 38% False False 2,784
120 148.35 95.30 53.05 45.6% 2.11 1.8% 40% False False 2,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.79
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.02
2.618 129.75
1.618 125.91
1.000 123.54
0.618 122.07
HIGH 119.70
0.618 118.23
0.500 117.78
0.382 117.33
LOW 115.86
0.618 113.49
1.000 112.02
1.618 109.65
2.618 105.81
4.250 99.54
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 117.78 118.31
PP 117.29 117.65
S1 116.81 116.98

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

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