NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 114.45 117.80 3.35 2.9% 127.25
High 117.65 117.80 0.15 0.1% 127.89
Low 114.15 113.97 -0.18 -0.2% 116.13
Close 116.89 116.11 -0.78 -0.7% 116.42
Range 3.50 3.83 0.33 9.4% 11.76
ATR 3.26 3.30 0.04 1.2% 0.00
Volume 4,119 1,289 -2,830 -68.7% 20,402
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.45 125.61 118.22
R3 123.62 121.78 117.16
R2 119.79 119.79 116.81
R1 117.95 117.95 116.46 116.96
PP 115.96 115.96 115.96 115.46
S1 114.12 114.12 115.76 113.13
S2 112.13 112.13 115.41
S3 108.30 110.29 115.06
S4 104.47 106.46 114.00
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
5 119.60 113.97 5.63 4.8% 3.36 2.9% 38% False True 3,344
10 129.51 113.97 15.54 13.4% 3.48 3.0% 14% False True 3,516
20 133.55 113.97 19.58 16.9% 3.03 2.6% 11% False True 2,919
40 148.17 113.97 34.20 29.5% 2.38 2.1% 6% False True 2,141
60 148.17 113.97 34.20 29.5% 1.90 1.6% 6% False True 1,740
80 148.17 108.15 40.02 34.5% 1.67 1.4% 20% False False 1,448
100 148.17 95.99 52.18 44.9% 1.34 1.2% 39% False False 1,221
120 148.17 95.99 52.18 44.9% 1.14 1.0% 39% False False 1,094
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134.08
2.618 127.83
1.618 124.00
1.000 121.63
0.618 120.17
HIGH 117.80
0.618 116.34
0.500 115.89
0.382 115.43
LOW 113.97
0.618 111.60
1.000 110.14
1.618 107.77
2.618 103.94
4.250 97.69
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 116.04 116.04
PP 115.96 115.96
S1 115.89 115.89

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

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