NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 116.55 116.15 -0.40 -0.3% 127.25
High 117.80 116.85 -0.95 -0.8% 127.89
Low 114.36 114.27 -0.09 -0.1% 116.13
Close 115.73 114.21 -1.52 -1.3% 116.42
Range 3.44 2.58 -0.86 -25.0% 11.76
ATR 3.30 3.25 -0.05 -1.6% 0.00
Volume 3,855 2,504 -1,351 -35.0% 20,402
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.85 121.11 115.63
R3 120.27 118.53 114.92
R2 117.69 117.69 114.68
R1 115.95 115.95 114.45 115.53
PP 115.11 115.11 115.11 114.90
S1 113.37 113.37 113.97 112.95
S2 112.53 112.53 113.74
S3 109.95 110.79 113.50
S4 107.37 108.21 112.79
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
5 120.80 114.27 6.53 5.7% 2.74 2.4% -1% False True 4,102
10 129.51 114.27 15.24 13.3% 3.56 3.1% 0% False True 3,476
20 138.64 114.27 24.37 21.3% 2.91 2.6% 0% False True 2,893
40 148.17 114.27 33.90 29.7% 2.29 2.0% 0% False True 2,033
60 148.17 114.27 33.90 29.7% 1.90 1.7% 0% False True 1,669
80 148.17 108.15 40.02 35.0% 1.58 1.4% 15% False False 1,386
100 148.17 95.99 52.18 45.7% 1.27 1.1% 35% False False 1,170
120 148.17 95.99 52.18 45.7% 1.08 0.9% 35% False False 1,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.82
2.618 123.60
1.618 121.02
1.000 119.43
0.618 118.44
HIGH 116.85
0.618 115.86
0.500 115.56
0.382 115.26
LOW 114.27
0.618 112.68
1.000 111.69
1.618 110.10
2.618 107.52
4.250 103.31
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 115.56 116.94
PP 115.11 116.03
S1 114.66 115.12

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

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