NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 141.80 144.69 2.89 2.0% 144.27
High 147.27 146.37 -0.90 -0.6% 147.27
Low 141.44 142.49 1.05 0.7% 135.14
Close 145.08 145.18 0.10 0.1% 145.08
Range 5.83 3.88 -1.95 -33.4% 12.13
ATR 4.96 4.88 -0.08 -1.6% 0.00
Volume 294,339 334,940 40,601 13.8% 1,473,874
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 156.32 154.63 147.31
R3 152.44 150.75 146.25
R2 148.56 148.56 145.89
R1 146.87 146.87 145.54 147.72
PP 144.68 144.68 144.68 145.10
S1 142.99 142.99 144.82 143.84
S2 140.80 140.80 144.47
S3 136.92 139.11 144.11
S4 133.04 135.23 143.05
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.89 174.11 151.75
R3 166.76 161.98 148.42
R2 154.63 154.63 147.30
R1 149.85 149.85 146.19 152.24
PP 142.50 142.50 142.50 143.69
S1 137.72 137.72 143.97 140.11
S2 130.37 130.37 142.86
S3 118.24 125.59 141.74
S4 106.11 113.46 138.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.27 135.14 12.13 8.4% 5.33 3.7% 83% False False 322,994
10 147.27 135.14 12.13 8.4% 4.65 3.2% 83% False False 283,190
20 147.27 131.75 15.52 10.7% 4.84 3.3% 87% False False 258,915
40 147.27 122.05 25.22 17.4% 4.92 3.4% 92% False False 188,709
60 147.27 108.95 38.32 26.4% 4.39 3.0% 95% False False 136,323
80 147.27 98.05 49.22 33.9% 4.00 2.8% 96% False False 105,417
100 147.27 95.99 51.28 35.3% 3.78 2.6% 96% False False 85,914
120 147.27 86.15 61.12 42.1% 3.45 2.4% 97% False False 72,198
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.86
2.618 156.53
1.618 152.65
1.000 150.25
0.618 148.77
HIGH 146.37
0.618 144.89
0.500 144.43
0.382 143.97
LOW 142.49
0.618 140.09
1.000 138.61
1.618 136.21
2.618 132.33
4.250 126.00
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 144.93 143.90
PP 144.68 142.63
S1 144.43 141.35

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

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