NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 116.29 117.50 1.21 1.0% 115.72
High 117.45 119.65 2.20 1.9% 123.65
Low 116.05 114.68 -1.37 -1.2% 113.16
Close 117.22 117.83 0.61 0.5% 116.55
Range 1.40 4.97 3.57 255.0% 10.49
ATR 3.58 3.68 0.10 2.8% 0.00
Volume 3,511 1,441 -2,070 -59.0% 11,451
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 132.30 130.03 120.56
R3 127.33 125.06 119.20
R2 122.36 122.36 118.74
R1 120.09 120.09 118.29 121.23
PP 117.39 117.39 117.39 117.95
S1 115.12 115.12 117.37 116.26
S2 112.42 112.42 116.92
S3 107.45 110.15 116.46
S4 102.48 105.18 115.10
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
5 123.65 114.68 8.97 7.6% 4.44 3.8% 35% False True 2,597
10 123.65 112.91 10.74 9.1% 3.86 3.3% 46% False False 2,401
20 129.51 112.91 16.60 14.1% 3.71 3.1% 30% False False 2,938
40 148.17 112.91 35.26 29.9% 2.91 2.5% 14% False False 2,492
60 148.17 112.91 35.26 29.9% 2.27 1.9% 14% False False 1,922
80 148.17 112.91 35.26 29.9% 2.04 1.7% 14% False False 1,646
100 148.17 103.52 44.65 37.9% 1.65 1.4% 32% False False 1,390
120 148.17 95.99 52.18 44.3% 1.39 1.2% 42% False False 1,228
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 140.77
2.618 132.66
1.618 127.69
1.000 124.62
0.618 122.72
HIGH 119.65
0.618 117.75
0.500 117.17
0.382 116.58
LOW 114.68
0.618 111.61
1.000 109.71
1.618 106.64
2.618 101.67
4.250 93.56
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 117.61 119.17
PP 117.39 118.72
S1 117.17 118.28

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

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