NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 118.80 119.90 1.10 0.9% 125.98
High 121.78 120.08 -1.70 -1.4% 126.35
Low 117.91 114.62 -3.29 -2.8% 114.62
Close 120.02 115.20 -4.82 -4.0% 115.20
Range 3.87 5.46 1.59 41.1% 11.73
ATR 4.94 4.97 0.04 0.8% 0.00
Volume 307,994 304,204 -3,790 -1.2% 1,500,146
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 133.01 129.57 118.20
R3 127.55 124.11 116.70
R2 122.09 122.09 116.20
R1 118.65 118.65 115.70 117.64
PP 116.63 116.63 116.63 116.13
S1 113.19 113.19 114.70 112.18
S2 111.17 111.17 114.20
S3 105.71 107.73 113.70
S4 100.25 102.27 112.20
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 153.91 146.29 121.65
R3 142.18 134.56 118.43
R2 130.45 130.45 117.35
R1 122.83 122.83 116.28 120.78
PP 118.72 118.72 118.72 117.70
S1 111.10 111.10 114.12 109.05
S2 106.99 106.99 113.05
S3 95.26 99.37 111.97
S4 83.53 87.64 108.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.35 114.62 11.73 10.2% 4.56 4.0% 5% False True 300,029
10 128.60 114.62 13.98 12.1% 4.91 4.3% 4% False True 276,862
20 147.40 114.62 32.78 28.5% 5.20 4.5% 2% False True 239,515
40 147.90 114.62 33.28 28.9% 4.97 4.3% 2% False True 158,067
60 147.90 114.62 33.28 28.9% 4.93 4.3% 2% False True 122,758
80 147.90 108.40 39.50 34.3% 4.50 3.9% 17% False False 96,244
100 147.90 96.72 51.18 44.4% 4.15 3.6% 36% False False 78,746
120 147.90 95.83 52.07 45.2% 3.88 3.4% 37% False False 66,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 143.29
2.618 134.37
1.618 128.91
1.000 125.54
0.618 123.45
HIGH 120.08
0.618 117.99
0.500 117.35
0.382 116.71
LOW 114.62
0.618 111.25
1.000 109.16
1.618 105.79
2.618 100.33
4.250 91.42
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 117.35 118.20
PP 116.63 117.20
S1 115.92 116.20

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

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