NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 138.77 135.11 -3.66 -2.6% 144.27
High 139.30 136.75 -2.55 -1.8% 147.27
Low 132.00 129.00 -3.00 -2.3% 135.14
Close 134.60 129.29 -5.31 -3.9% 145.08
Range 7.30 7.75 0.45 6.2% 12.13
ATR 5.44 5.61 0.16 3.0% 0.00
Volume 392,225 293,858 -98,367 -25.1% 1,473,874
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 154.93 149.86 133.55
R3 147.18 142.11 131.42
R2 139.43 139.43 130.71
R1 134.36 134.36 130.00 133.02
PP 131.68 131.68 131.68 131.01
S1 126.61 126.61 128.58 125.27
S2 123.93 123.93 127.87
S3 116.18 118.86 127.16
S4 108.43 111.11 125.03
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
5 147.27 129.00 18.27 14.1% 7.11 5.5% 2% False True 313,593
10 147.27 129.00 18.27 14.1% 6.01 4.7% 2% False True 300,089
20 147.27 129.00 18.27 14.1% 5.38 4.2% 2% False True 284,431
40 147.27 122.05 25.22 19.5% 5.29 4.1% 29% False False 207,527
60 147.27 108.95 38.32 29.6% 4.71 3.6% 53% False False 151,099
80 147.27 98.20 49.07 38.0% 4.22 3.3% 63% False False 116,791
100 147.27 97.33 49.94 38.6% 3.98 3.1% 64% False False 95,161
120 147.27 86.15 61.12 47.3% 3.62 2.8% 71% False False 79,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.69
2.618 157.04
1.618 149.29
1.000 144.50
0.618 141.54
HIGH 136.75
0.618 133.79
0.500 132.88
0.382 131.96
LOW 129.00
0.618 124.21
1.000 121.25
1.618 116.46
2.618 108.71
4.250 96.06
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 132.88 137.87
PP 131.68 135.01
S1 130.49 132.15

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

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