NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 135.11 129.56 -5.55 -4.1% 144.69
High 136.75 132.04 -4.71 -3.4% 146.73
Low 129.00 128.23 -0.77 -0.6% 128.23
Close 129.29 128.88 -0.41 -0.3% 128.88
Range 7.75 3.81 -3.94 -50.8% 18.50
ATR 5.61 5.48 -0.13 -2.3% 0.00
Volume 293,858 379,076 85,218 29.0% 1,652,704
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 141.15 138.82 130.98
R3 137.34 135.01 129.93
R2 133.53 133.53 129.58
R1 131.20 131.20 129.23 130.46
PP 129.72 129.72 129.72 129.35
S1 127.39 127.39 128.53 126.65
S2 125.91 125.91 128.18
S3 122.10 123.58 127.83
S4 118.29 119.77 126.78
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 190.11 178.00 139.06
R3 171.61 159.50 133.97
R2 153.11 153.11 132.27
R1 141.00 141.00 130.58 137.81
PP 134.61 134.61 134.61 133.02
S1 122.50 122.50 127.18 119.31
S2 116.11 116.11 125.49
S3 97.61 104.00 123.79
S4 79.11 85.50 118.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.73 128.23 18.50 14.4% 6.70 5.2% 4% False True 330,540
10 147.27 128.23 19.04 14.8% 6.13 4.8% 3% False True 312,657
20 147.27 128.23 19.04 14.8% 5.28 4.1% 3% False True 292,597
40 147.27 122.05 25.22 19.6% 5.25 4.1% 27% False False 213,687
60 147.27 108.95 38.32 29.7% 4.71 3.7% 52% False False 157,111
80 147.27 98.20 49.07 38.1% 4.24 3.3% 63% False False 121,302
100 147.27 97.33 49.94 38.7% 4.00 3.1% 63% False False 98,884
120 147.27 86.15 61.12 47.4% 3.64 2.8% 70% False False 82,989
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.92
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 148.23
2.618 142.01
1.618 138.20
1.000 135.85
0.618 134.39
HIGH 132.04
0.618 130.58
0.500 130.14
0.382 129.69
LOW 128.23
0.618 125.88
1.000 124.42
1.618 122.07
2.618 118.26
4.250 112.04
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 130.14 133.77
PP 129.72 132.14
S1 129.30 130.51

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

View Archives - Comment on this page... - Back to Index of Symbols