NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 117.50 118.14 0.64 0.5% 115.72
High 119.65 120.20 0.55 0.5% 123.65
Low 114.68 117.94 3.26 2.8% 113.16
Close 117.83 119.32 1.49 1.3% 116.55
Range 4.97 2.26 -2.71 -54.5% 10.49
ATR 3.68 3.59 -0.09 -2.5% 0.00
Volume 1,441 3,290 1,849 128.3% 11,451
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 125.93 124.89 120.56
R3 123.67 122.63 119.94
R2 121.41 121.41 119.73
R1 120.37 120.37 119.53 120.89
PP 119.15 119.15 119.15 119.42
S1 118.11 118.11 119.11 118.63
S2 116.89 116.89 118.91
S3 114.63 115.85 118.70
S4 112.37 113.59 118.08
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 7.5% 4.28 3.6% 52% False False 2,902
10 123.65 112.91 10.74 9.0% 3.73 3.1% 60% False False 2,318
20 129.51 112.91 16.60 13.9% 3.56 3.0% 39% False False 3,017
40 148.17 112.91 35.26 29.6% 2.93 2.5% 18% False False 2,518
60 148.17 112.91 35.26 29.6% 2.31 1.9% 18% False False 1,964
80 148.17 112.91 35.26 29.6% 2.06 1.7% 18% False False 1,686
100 148.17 104.84 43.33 36.3% 1.67 1.4% 33% False False 1,422
120 148.17 95.99 52.18 43.7% 1.41 1.2% 45% False False 1,254
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 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129.81
2.618 126.12
1.618 123.86
1.000 122.46
0.618 121.60
HIGH 120.20
0.618 119.34
0.500 119.07
0.382 118.80
LOW 117.94
0.618 116.54
1.000 115.68
1.618 114.28
2.618 112.02
4.250 108.34
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 119.24 118.69
PP 119.15 118.07
S1 119.07 117.44

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

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