NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	116.20	115.10	-1.10	-0.9%	116.67
High	116.20	115.63	-0.57	-0.5%	116.84
Low	116.20	115.10	-1.10	-0.9%	114.29
Close	116.20	115.63	-0.57	-0.5%	115.63
Range	0.00	0.53	0.53		2.55
ATR	2.05	1.98	-0.07	-3.3%	0.00
Volume	488	444	-44	-9.0%	2,831

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.04	116.87	115.92
R3	116.51	116.34	115.78
R2	115.98	115.98	115.73
R1	115.81	115.81	115.68	115.90
PP	115.45	115.45	115.45	115.50
S1	115.28	115.28	115.58	115.37
S2	114.92	114.92	115.53
S3	114.39	114.75	115.48
S4	113.86	114.22	115.34

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.24	121.98	117.03
R3	120.69	119.43	116.33
R2	118.14	118.14	116.10
R1	116.88	116.88	115.86	116.24
PP	115.59	115.59	115.59	115.26
S1	114.33	114.33	115.40	113.69
S2	113.04	113.04	115.16
S3	110.49	111.78	114.93
S4	107.94	109.23	114.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116.84	114.29	2.55	2.2%	0.81	0.7%	53%	False	False	566
10	122.58	114.29	8.29	7.2%	0.41	0.4%	16%	False	False	688
20	133.68	114.29	19.39	16.8%	0.28	0.2%	7%	False	False	653

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.02
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.88
2.618	117.02
1.618	116.49
1.000	116.16
0.618	115.96
HIGH	115.63
0.618	115.43
0.500	115.37
0.382	115.30
LOW	115.10
0.618	114.77
1.000	114.57
1.618	114.24
2.618	113.71
4.250	112.85

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	115.54	115.53
PP	115.45	115.43
S1	115.37	115.34

Download as Excel Spreadsheet

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

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