NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	116.25	116.88	0.63	0.5%	125.50
High	116.78	116.90	0.12	0.1%	126.50
Low	116.00	114.08	-1.92	-1.7%	116.00
Close	116.27	115.72	-0.55	-0.5%	116.27
Range	0.78	2.82	2.04	261.5%	10.50
ATR	3.28	3.25	-0.03	-1.0%	0.00
Volume	2,072	3,170	1,098	53.0%	16,109

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	124.03	122.69	117.27
R3	121.21	119.87	116.50
R2	118.39	118.39	116.24
R1	117.05	117.05	115.98	116.31
PP	115.57	115.57	115.57	115.20
S1	114.23	114.23	115.46	113.49
S2	112.75	112.75	115.20
S3	109.93	111.41	114.94
S4	107.11	108.59	114.17

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	151.09	144.18	122.05
R3	140.59	133.68	119.16
R2	130.09	130.09	118.20
R1	123.18	123.18	117.23	121.39
PP	119.59	119.59	119.59	118.69
S1	112.68	112.68	115.31	110.89
S2	109.09	109.09	114.35
S3	98.59	102.18	113.38
S4	88.09	91.68	110.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.93	114.08	7.85	6.8%	1.64	1.4%	21%	False	True	3,165
10	129.18	114.08	15.10	13.0%	2.85	2.5%	11%	False	True	3,362
20	146.84	114.08	32.76	28.3%	2.97	2.6%	5%	False	True	3,772

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.27
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128.89
2.618	124.28
1.618	121.46
1.000	119.72
0.618	118.64
HIGH	116.90
0.618	115.82
0.500	115.49
0.382	115.16
LOW	114.08
0.618	112.34
1.000	111.26
1.618	109.52
2.618	106.70
4.250	102.10

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	115.64	116.92
PP	115.57	116.52
S1	115.49	116.12

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