NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 118.08 123.00 4.92 4.2% 115.72
High 123.42 123.65 0.23 0.2% 123.65
Low 117.75 116.55 -1.20 -1.0% 113.16
Close 123.13 116.55 -6.58 -5.3% 116.55
Range 5.67 7.10 1.43 25.2% 10.49
ATR 3.49 3.75 0.26 7.4% 0.00
Volume 3,267 3,002 -265 -8.1% 11,451
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 140.22 135.48 120.46
R3 133.12 128.38 118.50
R2 126.02 126.02 117.85
R1 121.28 121.28 117.20 120.10
PP 118.92 118.92 118.92 118.33
S1 114.18 114.18 115.90 113.00
S2 111.82 111.82 115.25
S3 104.72 107.08 114.60
S4 97.62 99.98 112.65
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 149.26 143.39 122.32
R3 138.77 132.90 119.43
R2 128.28 128.28 118.47
R1 122.41 122.41 117.51 125.35
PP 117.79 117.79 117.79 119.25
S1 111.92 111.92 115.59 114.86
S2 107.30 107.30 114.63
S3 96.81 101.43 113.67
S4 86.32 90.94 110.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.65 113.16 10.49 9.0% 4.48 3.8% 32% True False 2,290
10 123.65 112.91 10.74 9.2% 3.82 3.3% 34% True False 2,541
20 129.51 112.91 16.60 14.2% 3.66 3.1% 22% False False 2,892
40 148.17 112.91 35.26 30.3% 2.76 2.4% 10% False False 2,408
60 148.17 112.91 35.26 30.3% 2.18 1.9% 10% False False 1,866
80 148.17 111.50 36.67 31.5% 1.96 1.7% 14% False False 1,593
100 148.17 101.15 47.02 40.3% 1.59 1.4% 33% False False 1,347
120 148.17 95.99 52.18 44.8% 1.34 1.1% 39% False False 1,189
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 0.76
Widest range in 222 trading days
Fibonacci Retracements and Extensions
4.250 153.83
2.618 142.24
1.618 135.14
1.000 130.75
0.618 128.04
HIGH 123.65
0.618 120.94
0.500 120.10
0.382 119.26
LOW 116.55
0.618 112.16
1.000 109.45
1.618 105.06
2.618 97.96
4.250 86.38
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 120.10 119.19
PP 118.92 118.31
S1 117.73 117.43

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

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