NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 123.05 120.29 -2.76 -2.2% 114.20
High 123.73 120.29 -3.44 -2.8% 123.73
Low 123.05 117.18 -5.87 -4.8% 114.20
Close 123.73 117.24 -6.49 -5.2% 117.24
Range 0.68 3.11 2.43 357.4% 9.53
ATR 2.12 2.43 0.32 15.0% 0.00
Volume 423 630 207 48.9% 2,289
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 127.57 125.51 118.95
R3 124.46 122.40 118.10
R2 121.35 121.35 117.81
R1 119.29 119.29 117.53 118.77
PP 118.24 118.24 118.24 117.97
S1 116.18 116.18 116.95 115.66
S2 115.13 115.13 116.67
S3 112.02 113.07 116.38
S4 108.91 109.96 115.53
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 146.98 141.64 122.48
R3 137.45 132.11 119.86
R2 127.92 127.92 118.99
R1 122.58 122.58 118.11 125.25
PP 118.39 118.39 118.39 119.73
S1 113.05 113.05 116.37 115.72
S2 108.86 108.86 115.49
S3 99.33 103.52 114.62
S4 89.80 93.99 112.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.73 114.20 9.53 8.1% 0.76 0.6% 32% False False 457
10 123.73 114.00 9.73 8.3% 0.38 0.3% 33% False False 396
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 0.00
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 133.51
2.618 128.43
1.618 125.32
1.000 123.40
0.618 122.21
HIGH 120.29
0.618 119.10
0.500 118.74
0.382 118.37
LOW 117.18
0.618 115.26
1.000 114.07
1.618 112.15
2.618 109.04
4.250 103.96
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 118.74 120.46
PP 118.24 119.38
S1 117.74 118.31

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

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