NYMEX Light Sweet Crude Oil Future February 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 119.48 119.51 0.03 0.0% 127.25
High 120.80 119.60 -1.20 -1.0% 127.89
Low 118.43 116.13 -2.30 -1.9% 116.13
Close 119.80 116.42 -3.38 -2.8% 116.42
Range 2.37 3.47 1.10 46.4% 11.76
ATR 3.26 3.29 0.03 0.9% 0.00
Volume 3,450 4,955 1,505 43.6% 20,402
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.79 125.58 118.33
R3 124.32 122.11 117.37
R2 120.85 120.85 117.06
R1 118.64 118.64 116.74 118.01
PP 117.38 117.38 117.38 117.07
S1 115.17 115.17 116.10 114.54
S2 113.91 113.91 115.78
S3 110.44 111.70 115.47
S4 106.97 108.23 114.51
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 155.43 147.68 122.89
R3 143.67 135.92 119.65
R2 131.91 131.91 118.58
R1 124.16 124.16 117.50 122.16
PP 120.15 120.15 120.15 119.14
S1 112.40 112.40 115.34 110.40
S2 108.39 108.39 114.26
S3 96.63 100.64 113.19
S4 84.87 88.88 109.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127.89 116.13 11.76 10.1% 3.20 2.8% 2% False True 4,080
10 129.51 116.13 13.38 11.5% 3.51 3.0% 2% False True 3,242
20 146.93 116.13 30.80 26.5% 2.96 2.5% 1% False True 2,722
40 148.17 116.13 32.04 27.5% 2.17 1.9% 1% False True 1,899
60 148.17 116.13 32.04 27.5% 1.80 1.5% 1% False True 1,581
80 148.17 108.15 40.02 34.4% 1.51 1.3% 21% False False 1,310
100 148.17 95.99 52.18 44.8% 1.21 1.0% 39% False False 1,116
120 148.17 95.28 52.89 45.4% 1.03 0.9% 40% False False 1,024
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 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134.35
2.618 128.68
1.618 125.21
1.000 123.07
0.618 121.74
HIGH 119.60
0.618 118.27
0.500 117.87
0.382 117.46
LOW 116.13
0.618 113.99
1.000 112.66
1.618 110.52
2.618 107.05
4.250 101.38
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 117.87 118.47
PP 117.38 117.78
S1 116.90 117.10

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

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