NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 119.40 119.48 0.08 0.1% 126.06
High 120.24 120.80 0.56 0.5% 129.51
Low 118.42 118.43 0.01 0.0% 122.70
Close 119.05 119.80 0.75 0.6% 126.66
Range 1.82 2.37 0.55 30.2% 6.81
ATR 3.33 3.26 -0.07 -2.1% 0.00
Volume 5,748 3,450 -2,298 -40.0% 12,022
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 126.79 125.66 121.10
R3 124.42 123.29 120.45
R2 122.05 122.05 120.23
R1 120.92 120.92 120.02 121.49
PP 119.68 119.68 119.68 119.96
S1 118.55 118.55 119.58 119.12
S2 117.31 117.31 119.37
S3 114.94 116.18 119.15
S4 112.57 113.81 118.50
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
5 129.51 118.42 11.09 9.3% 3.59 3.0% 12% False False 3,687
10 129.51 118.42 11.09 9.3% 3.16 2.6% 12% False False 3,125
20 148.17 118.42 29.75 24.8% 2.89 2.4% 5% False False 2,553
40 148.17 118.42 29.75 24.8% 2.09 1.7% 5% False False 1,804
60 148.17 118.42 29.75 24.8% 1.79 1.5% 5% False False 1,516
80 148.17 108.15 40.02 33.4% 1.46 1.2% 29% False False 1,259
100 148.17 95.99 52.18 43.6% 1.17 1.0% 46% False False 1,080
120 148.17 95.18 52.99 44.2% 1.00 0.8% 46% False False 983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.87
2.618 127.00
1.618 124.63
1.000 123.17
0.618 122.26
HIGH 120.80
0.618 119.89
0.500 119.62
0.382 119.34
LOW 118.43
0.618 116.97
1.000 116.06
1.618 114.60
2.618 112.23
4.250 108.36
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 119.74 120.35
PP 119.68 120.16
S1 119.62 119.98

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

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