NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 02-Sep-2008
Day Change Summary
Previous Current
29-Aug-2008 02-Sep-2008 Change Change % Previous Week
Open 118.21 111.75 -6.46 -5.5% 118.03
High 118.21 113.84 -4.37 -3.7% 119.87
Low 117.00 111.75 -5.25 -4.5% 117.00
Close 117.48 113.84 -3.64 -3.1% 117.48
Range 1.21 2.09 0.88 72.7% 2.87
ATR 2.06 2.32 0.26 12.8% 0.00
Volume 902 268 -634 -70.3% 2,788
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 119.41 118.72 114.99
R3 117.32 116.63 114.41
R2 115.23 115.23 114.22
R1 114.54 114.54 114.03 114.89
PP 113.14 113.14 113.14 113.32
S1 112.45 112.45 113.65 112.80
S2 111.05 111.05 113.46
S3 108.96 110.36 113.27
S4 106.87 108.27 112.69
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 126.73 124.97 119.06
R3 123.86 122.10 118.27
R2 120.99 120.99 118.01
R1 119.23 119.23 117.74 118.68
PP 118.12 118.12 118.12 117.84
S1 116.36 116.36 117.22 115.81
S2 115.25 115.25 116.95
S3 112.38 113.49 116.69
S4 109.51 110.62 115.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.87 111.75 8.12 7.1% 0.66 0.6% 26% False True 449
10 123.73 111.75 11.98 10.5% 0.71 0.6% 17% False True 513
20 123.73 111.75 11.98 10.5% 0.37 0.3% 17% False True 467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 122.72
2.618 119.31
1.618 117.22
1.000 115.93
0.618 115.13
HIGH 113.84
0.618 113.04
0.500 112.80
0.382 112.55
LOW 111.75
0.618 110.46
1.000 109.66
1.618 108.37
2.618 106.28
4.250 102.87
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 113.49 114.98
PP 113.14 114.60
S1 112.80 114.22

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

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