NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 144.81 142.32 -2.49 -1.7% 141.29
High 145.03 143.09 -1.94 -1.3% 146.43
Low 140.19 135.90 -4.29 -3.1% 139.79
Close 142.03 136.73 -5.30 -3.7% 145.86
Range 4.84 7.19 2.35 48.6% 6.64
ATR 4.61 4.80 0.18 4.0% 0.00
Volume 62,299 85,347 23,048 37.0% 295,099
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 160.14 155.63 140.68
R3 152.95 148.44 138.71
R2 145.76 145.76 138.05
R1 141.25 141.25 137.39 139.91
PP 138.57 138.57 138.57 137.91
S1 134.06 134.06 136.07 132.72
S2 131.38 131.38 135.41
S3 124.19 126.87 134.75
S4 117.00 119.68 132.78
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.95 161.54 149.51
R3 157.31 154.90 147.69
R2 150.67 150.67 147.08
R1 148.26 148.26 146.47 149.47
PP 144.03 144.03 144.03 144.63
S1 141.62 141.62 145.25 142.83
S2 137.39 137.39 144.64
S3 130.75 134.98 144.03
S4 124.11 128.34 142.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.43 135.90 10.53 7.7% 4.45 3.3% 8% False True 72,176
10 146.43 132.51 13.92 10.2% 4.60 3.4% 30% False False 72,324
20 146.43 131.60 14.83 10.8% 4.94 3.6% 35% False False 67,326
40 146.43 120.49 25.94 19.0% 4.68 3.4% 63% False False 56,683
60 146.43 107.45 38.98 28.5% 4.14 3.0% 75% False False 42,628
80 146.43 96.72 49.71 36.4% 3.90 2.9% 80% False False 34,135
100 146.43 93.69 52.74 38.6% 3.53 2.6% 82% False False 28,548
120 146.43 84.70 61.73 45.1% 3.20 2.3% 84% False False 24,237
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 0.82
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 173.65
2.618 161.91
1.618 154.72
1.000 150.28
0.618 147.53
HIGH 143.09
0.618 140.34
0.500 139.50
0.382 138.65
LOW 135.90
0.618 131.46
1.000 128.71
1.618 124.27
2.618 117.08
4.250 105.34
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 139.50 141.17
PP 138.57 139.69
S1 137.65 138.21

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

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