NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 123.93 127.87 3.94 3.2% 133.67
High 128.22 128.00 -0.22 -0.2% 133.67
Low 122.70 125.21 2.51 2.0% 125.45
Close 128.08 125.48 -2.60 -2.0% 125.14
Range 5.52 2.79 -2.73 -49.5% 8.22
ATR 3.11 3.10 -0.02 -0.6% 0.00
Volume 1,414 2,118 704 49.8% 12,130
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 134.60 132.83 127.01
R3 131.81 130.04 126.25
R2 129.02 129.02 125.99
R1 127.25 127.25 125.74 126.74
PP 126.23 126.23 126.23 125.98
S1 124.46 124.46 125.22 123.95
S2 123.44 123.44 124.97
S3 120.65 121.67 124.71
S4 117.86 118.88 123.95
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 152.75 147.16 129.66
R3 144.53 138.94 127.40
R2 136.31 136.31 126.65
R1 130.72 130.72 125.89 129.41
PP 128.09 128.09 128.09 127.43
S1 122.50 122.50 124.39 121.19
S2 119.87 119.87 123.63
S3 111.65 114.28 122.88
S4 103.43 106.06 120.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.22 122.70 5.52 4.4% 2.27 1.8% 50% False False 2,337
10 133.67 122.70 10.97 8.7% 2.09 1.7% 25% False False 2,256
20 148.35 122.70 25.65 20.4% 2.37 1.9% 11% False False 1,899
40 148.35 122.70 25.65 20.4% 1.34 1.1% 11% False False 1,397
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 139.86
2.618 135.30
1.618 132.51
1.000 130.79
0.618 129.72
HIGH 128.00
0.618 126.93
0.500 126.61
0.382 126.28
LOW 125.21
0.618 123.49
1.000 122.42
1.618 120.70
2.618 117.91
4.250 113.35
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 126.61 125.47
PP 126.23 125.47
S1 125.86 125.46

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

View Archives - Comment on this page... - Back to Index of Symbols