NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 113.09 116.39 3.30 2.9% 125.98
High 117.46 117.42 -0.04 0.0% 126.35
Low 112.87 112.59 -0.28 -0.2% 114.62
Close 116.00 115.01 -0.99 -0.9% 115.20
Range 4.59 4.83 0.24 5.2% 11.73
ATR 4.81 4.81 0.00 0.0% 0.00
Volume 303,791 322,967 19,176 6.3% 1,500,146
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.50 127.08 117.67
R3 124.67 122.25 116.34
R2 119.84 119.84 115.90
R1 117.42 117.42 115.45 116.22
PP 115.01 115.01 115.01 114.40
S1 112.59 112.59 114.57 111.39
S2 110.18 110.18 114.12
S3 105.35 107.76 113.68
S4 100.52 102.93 112.35
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
5 120.08 112.31 7.77 6.8% 4.54 3.9% 35% False False 304,725
10 128.60 112.31 16.29 14.2% 4.65 4.0% 17% False False 300,040
20 132.90 112.31 20.59 17.9% 4.60 4.0% 13% False False 273,212
40 147.90 112.31 35.59 30.9% 4.96 4.3% 8% False False 182,220
60 147.90 112.31 35.59 30.9% 4.97 4.3% 8% False False 141,249
80 147.90 108.40 39.50 34.3% 4.59 4.0% 17% False False 111,020
100 147.90 97.93 49.97 43.4% 4.22 3.7% 34% False False 90,649
120 147.90 96.72 51.18 44.5% 3.97 3.5% 36% False False 76,713
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137.95
2.618 130.06
1.618 125.23
1.000 122.25
0.618 120.40
HIGH 117.42
0.618 115.57
0.500 115.01
0.382 114.44
LOW 112.59
0.618 109.61
1.000 107.76
1.618 104.78
2.618 99.95
4.250 92.06
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 115.01 114.97
PP 115.01 114.93
S1 115.01 114.89

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

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