NYMEX Light Sweet Crude Oil Future September 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 135.81 130.25 -5.56 -4.1% 145.35
High 137.43 132.86 -4.57 -3.3% 147.40
Low 129.90 128.95 -0.95 -0.7% 128.95
Close 130.18 129.47 -0.71 -0.5% 129.47
Range 7.53 3.91 -3.62 -48.1% 18.45
ATR 5.52 5.41 -0.12 -2.1% 0.00
Volume 147,590 194,420 46,830 31.7% 739,902
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 142.16 139.72 131.62
R3 138.25 135.81 130.55
R2 134.34 134.34 130.19
R1 131.90 131.90 129.83 131.17
PP 130.43 130.43 130.43 130.06
S1 127.99 127.99 129.11 127.26
S2 126.52 126.52 128.75
S3 122.61 124.08 128.39
S4 118.70 120.17 127.32
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 190.62 178.50 139.62
R3 172.17 160.05 134.54
R2 153.72 153.72 132.85
R1 141.60 141.60 131.16 138.44
PP 135.27 135.27 135.27 133.69
S1 123.15 123.15 127.78 119.99
S2 116.82 116.82 126.09
S3 98.37 104.70 124.40
S4 79.92 86.25 119.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.40 128.95 18.45 14.3% 6.64 5.1% 3% False True 147,980
10 147.90 128.95 18.95 14.6% 6.06 4.7% 3% False True 126,207
20 147.90 128.95 18.95 14.6% 5.21 4.0% 3% False True 98,013
40 147.90 122.27 25.63 19.8% 5.12 4.0% 28% False False 78,538
60 147.90 108.40 39.50 30.5% 4.60 3.5% 53% False False 60,008
80 147.90 97.93 49.97 38.6% 4.15 3.2% 63% False False 47,309
100 147.90 96.72 51.18 39.5% 3.87 3.0% 64% False False 39,290
120 147.90 86.44 61.46 47.5% 3.51 2.7% 70% False False 33,359
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.91
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149.48
2.618 143.10
1.618 139.19
1.000 136.77
0.618 135.28
HIGH 132.86
0.618 131.37
0.500 130.91
0.382 130.44
LOW 128.95
0.618 126.53
1.000 125.04
1.618 122.62
2.618 118.71
4.250 112.33
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 130.91 134.43
PP 130.43 132.78
S1 129.95 131.12

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

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