NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 119.27 117.39 -1.88 -1.6% 115.70
High 121.09 120.82 -0.27 -0.2% 121.09
Low 115.50 116.62 1.12 1.0% 114.25
Close 116.86 116.68 -0.18 -0.2% 116.68
Range 5.59 4.20 -1.39 -24.9% 6.84
ATR 4.17 4.18 0.00 0.0% 0.00
Volume 12,627 10,971 -1,656 -13.1% 44,112
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 130.64 127.86 118.99
R3 126.44 123.66 117.84
R2 122.24 122.24 117.45
R1 119.46 119.46 117.07 118.75
PP 118.04 118.04 118.04 117.69
S1 115.26 115.26 116.30 114.55
S2 113.84 113.84 115.91
S3 109.64 111.06 115.53
S4 105.44 106.86 114.37
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 137.86 134.11 120.44
R3 131.02 127.27 118.56
R2 124.18 124.18 117.93
R1 120.43 120.43 117.31 122.31
PP 117.34 117.34 117.34 118.28
S1 113.59 113.59 116.05 115.47
S2 110.50 110.50 115.43
S3 103.66 106.75 114.80
S4 96.82 99.91 112.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.09 114.25 6.84 5.9% 3.84 3.3% 36% False False 8,822
10 123.22 112.92 10.30 8.8% 4.41 3.8% 37% False False 7,392
20 127.84 112.78 15.06 12.9% 3.98 3.4% 26% False False 8,470
40 148.35 112.78 35.57 30.5% 4.13 3.5% 11% False False 6,838
60 148.35 112.78 35.57 30.5% 3.59 3.1% 11% False False 5,591
80 148.35 112.78 35.57 30.5% 3.32 2.8% 11% False False 4,756
100 148.35 105.06 43.29 37.1% 2.84 2.4% 27% False False 3,929
120 148.35 96.69 51.66 44.3% 2.60 2.2% 39% False False 3,369
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.67
2.618 131.82
1.618 127.62
1.000 125.02
0.618 123.42
HIGH 120.82
0.618 119.22
0.500 118.72
0.382 118.22
LOW 116.62
0.618 114.02
1.000 112.42
1.618 109.82
2.618 105.62
4.250 98.77
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 118.72 118.30
PP 118.04 117.76
S1 117.36 117.22

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

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