NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 127.29 124.77 -2.52 -2.0% 126.06
High 127.31 129.51 2.20 1.7% 129.51
Low 124.50 124.10 -0.40 -0.3% 122.70
Close 125.51 126.66 1.15 0.9% 126.66
Range 2.81 5.41 2.60 92.5% 6.81
ATR 3.13 3.29 0.16 5.2% 0.00
Volume 3,297 2,991 -306 -9.3% 12,022
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 142.99 140.23 129.64
R3 137.58 134.82 128.15
R2 132.17 132.17 127.65
R1 129.41 129.41 127.16 130.79
PP 126.76 126.76 126.76 127.45
S1 124.00 124.00 126.16 125.38
S2 121.35 121.35 125.67
S3 115.94 118.59 125.17
S4 110.53 113.18 123.68
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 146.72 143.50 130.41
R3 139.91 136.69 128.53
R2 133.10 133.10 127.91
R1 129.88 129.88 127.28 131.49
PP 126.29 126.29 126.29 127.10
S1 123.07 123.07 126.04 124.68
S2 119.48 119.48 125.41
S3 112.67 116.26 124.79
S4 105.86 109.45 122.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.51 122.70 6.81 5.4% 3.81 3.0% 58% True False 2,404
10 133.55 122.70 10.85 8.6% 3.11 2.5% 36% False False 2,273
20 148.17 122.70 25.47 20.1% 2.71 2.1% 16% False False 2,153
40 148.17 122.70 25.47 20.1% 1.85 1.5% 16% False False 1,571
60 148.17 121.78 26.39 20.8% 1.63 1.3% 18% False False 1,316
80 148.17 105.34 42.83 33.8% 1.31 1.0% 50% False False 1,095
100 148.17 95.99 52.18 41.2% 1.06 0.8% 59% False False 958
120 148.17 91.39 56.78 44.8% 0.90 0.7% 62% False False 863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 152.50
2.618 143.67
1.618 138.26
1.000 134.92
0.618 132.85
HIGH 129.51
0.618 127.44
0.500 126.81
0.382 126.17
LOW 124.10
0.618 120.76
1.000 118.69
1.618 115.35
2.618 109.94
4.250 101.11
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 126.81 126.53
PP 126.76 126.39
S1 126.71 126.26

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

View Archives - Comment on this page... - Back to Index of Symbols