NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 113.75 117.77 4.02 3.5% 116.88
High 114.42 117.80 3.38 3.0% 116.95
Low 113.50 115.44 1.94 1.7% 113.39
Close 115.86 117.52 1.66 1.4% 115.55
Range 0.92 2.36 1.44 156.5% 3.56
ATR 2.67 2.65 -0.02 -0.8% 0.00
Volume 2,569 2,976 407 15.8% 19,763
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 124.00 123.12 118.82
R3 121.64 120.76 118.17
R2 119.28 119.28 117.95
R1 118.40 118.40 117.74 117.66
PP 116.92 116.92 116.92 116.55
S1 116.04 116.04 117.30 115.30
S2 114.56 114.56 117.09
S3 112.20 113.68 116.87
S4 109.84 111.32 116.22
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 125.98 124.32 117.51
R3 122.42 120.76 116.53
R2 118.86 118.86 116.20
R1 117.20 117.20 115.88 116.25
PP 115.30 115.30 115.30 114.82
S1 113.64 113.64 115.22 112.69
S2 111.74 111.74 114.90
S3 108.18 110.08 114.57
S4 104.62 106.52 113.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.80 113.39 4.41 3.8% 1.54 1.3% 94% True False 3,732
10 119.75 113.39 6.36 5.4% 1.51 1.3% 65% False False 3,196
20 129.18 113.39 15.79 13.4% 2.19 1.9% 26% False False 3,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127.83
2.618 123.98
1.618 121.62
1.000 120.16
0.618 119.26
HIGH 117.80
0.618 116.90
0.500 116.62
0.382 116.34
LOW 115.44
0.618 113.98
1.000 113.08
1.618 111.62
2.618 109.26
4.250 105.41
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 117.22 116.90
PP 116.92 116.27
S1 116.62 115.65

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

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