NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 124.06 125.98 1.92 1.5% 123.41
High 128.60 126.35 -2.25 -1.7% 128.60
Low 122.10 119.50 -2.60 -2.1% 120.42
Close 125.10 121.41 -3.69 -2.9% 125.10
Range 6.50 6.85 0.35 5.4% 8.18
ATR 5.16 5.28 0.12 2.3% 0.00
Volume 280,832 277,311 -3,521 -1.3% 1,268,480
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 142.97 139.04 125.18
R3 136.12 132.19 123.29
R2 129.27 129.27 122.67
R1 125.34 125.34 122.04 123.88
PP 122.42 122.42 122.42 121.69
S1 118.49 118.49 120.78 117.03
S2 115.57 115.57 120.15
S3 108.72 111.64 119.53
S4 101.87 104.79 117.64
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
5 128.60 119.50 9.10 7.5% 6.11 5.0% 21% False True 265,568
10 132.90 119.50 13.40 11.0% 5.12 4.2% 14% False True 264,773
20 147.90 119.50 28.40 23.4% 5.53 4.6% 7% False True 201,367
40 147.90 119.50 28.40 23.4% 5.18 4.3% 7% False True 134,786
60 147.90 119.50 28.40 23.4% 4.89 4.0% 7% False True 103,914
80 147.90 107.40 40.50 33.4% 4.42 3.6% 35% False False 81,331
100 147.90 96.72 51.18 42.2% 4.17 3.4% 48% False False 66,803
120 147.90 93.67 54.23 44.7% 3.81 3.1% 51% False False 56,683
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 0.91
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 155.46
2.618 144.28
1.618 137.43
1.000 133.20
0.618 130.58
HIGH 126.35
0.618 123.73
0.500 122.93
0.382 122.12
LOW 119.50
0.618 115.27
1.000 112.65
1.618 108.42
2.618 101.57
4.250 90.39
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 122.93 124.05
PP 122.42 123.17
S1 121.92 122.29

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

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