NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 01-Aug-2008

Day Change Summary
	Previous	Current
	31-Jul-2008	01-Aug-2008	Change	Change %	Previous Week
Open	126.90	124.06	-2.84	-2.2%	123.41
High	127.89	128.60	0.71	0.6%	128.60
Low	122.71	122.10	-0.61	-0.5%	120.42
Close	124.08	125.10	1.02	0.8%	125.10
Range	5.18	6.50	1.32	25.5%	8.18
ATR	5.05	5.16	0.10	2.0%	0.00
Volume	309,078	280,832	-28,246	-9.1%	1,268,480

Daily Pivots for day following 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	144.77	141.43	128.68
R3	138.27	134.93	126.89
R2	131.77	131.77	126.29
R1	128.43	128.43	125.70	130.10
PP	125.27	125.27	125.27	126.10
S1	121.93	121.93	124.50	123.60
S2	118.77	118.77	123.91
S3	112.27	115.43	123.31
S4	105.77	108.93	121.53

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	149.25	145.35	129.60
R3	141.07	137.17	127.35
R2	132.89	132.89	126.60
R1	128.99	128.99	125.85	130.94
PP	124.71	124.71	124.71	125.68
S1	120.81	120.81	124.35	122.76
S2	116.53	116.53	123.60
S3	108.35	112.63	122.85
S4	100.17	104.45	120.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.60	120.42	8.18	6.5%	5.26	4.2%	57%	True	False	253,696
10	132.90	120.42	12.48	10.0%	4.80	3.8%	38%	False	False	255,025
20	147.90	120.42	27.48	22.0%	5.43	4.3%	17%	False	False	190,616
40	147.90	120.42	27.48	22.0%	5.28	4.2%	17%	False	False	129,187
60	147.90	120.42	27.48	22.0%	4.81	3.8%	17%	False	False	99,772
80	147.90	106.75	41.15	32.9%	4.35	3.5%	45%	False	False	78,007
100	147.90	96.72	51.18	40.9%	4.12	3.3%	55%	False	False	64,115
120	147.90	93.00	54.90	43.9%	3.77	3.0%	58%	False	False	54,390

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.91
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	156.23
2.618	145.62
1.618	139.12
1.000	135.10
0.618	132.62
HIGH	128.60
0.618	126.12
0.500	125.35
0.382	124.58
LOW	122.10
0.618	118.08
1.000	115.60
1.618	111.58
2.618	105.08
4.250	94.48

Fisher Pivots for day following 01-Aug-2008
Pivot	1 day	3 day
R1	125.35	124.97
PP	125.27	124.83
S1	125.18	124.70

Download as Excel Spreadsheet

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

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