NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 118.75 118.80 0.05 0.0% 123.41
High 120.49 121.78 1.29 1.1% 128.60
Low 117.11 117.91 0.80 0.7% 120.42
Close 118.58 120.02 1.44 1.2% 125.10
Range 3.38 3.87 0.49 14.5% 8.18
ATR 5.02 4.94 -0.08 -1.6% 0.00
Volume 316,589 307,994 -8,595 -2.7% 1,268,480
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.51 129.64 122.15
R3 127.64 125.77 121.08
R2 123.77 123.77 120.73
R1 121.90 121.90 120.37 122.84
PP 119.90 119.90 119.90 120.37
S1 118.03 118.03 119.67 118.97
S2 116.03 116.03 119.31
S3 112.16 114.16 118.96
S4 108.29 110.29 117.89
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
5 128.60 117.11 11.49 9.6% 4.77 4.0% 25% False False 295,354
10 128.60 117.11 11.49 9.6% 4.76 4.0% 25% False False 273,213
20 147.90 117.11 30.79 25.7% 5.22 4.3% 9% False False 229,366
40 147.90 117.11 30.79 25.7% 4.98 4.1% 9% False False 152,081
60 147.90 117.11 30.79 25.7% 4.93 4.1% 9% False False 118,058
80 147.90 108.40 39.50 32.9% 4.45 3.7% 29% False False 92,530
100 147.90 96.72 51.18 42.6% 4.15 3.5% 46% False False 75,776
120 147.90 95.83 52.07 43.4% 3.85 3.2% 46% False False 64,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138.23
2.618 131.91
1.618 128.04
1.000 125.65
0.618 124.17
HIGH 121.78
0.618 120.30
0.500 119.85
0.382 119.39
LOW 117.91
0.618 115.52
1.000 114.04
1.618 111.65
2.618 107.78
4.250 101.46
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 119.96 119.83
PP 119.90 119.64
S1 119.85 119.45

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

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