NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 114.83 113.94 -0.89 -0.8% 115.20
High 115.20 115.35 0.15 0.1% 117.46
Low 111.34 112.00 0.66 0.6% 111.34
Close 113.77 112.87 -0.90 -0.8% 113.77
Range 3.86 3.35 -0.51 -13.2% 6.12
ATR 4.74 4.64 -0.10 -2.1% 0.00
Volume 268,197 276,806 8,609 3.2% 1,487,619
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 123.46 121.51 114.71
R3 120.11 118.16 113.79
R2 116.76 116.76 113.48
R1 114.81 114.81 113.18 114.11
PP 113.41 113.41 113.41 113.06
S1 111.46 111.46 112.56 110.76
S2 110.06 110.06 112.26
S3 106.71 108.11 111.95
S4 103.36 104.76 111.03
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 132.55 129.28 117.14
R3 126.43 123.16 115.45
R2 120.31 120.31 114.89
R1 117.04 117.04 114.33 115.62
PP 114.19 114.19 114.19 113.48
S1 110.92 110.92 113.21 109.50
S2 108.07 108.07 112.65
S3 101.95 104.80 112.09
S4 95.83 98.68 110.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.46 111.34 6.12 5.4% 4.05 3.6% 25% False False 293,419
10 121.78 111.34 10.44 9.2% 4.04 3.6% 15% False False 298,726
20 132.90 111.34 21.56 19.1% 4.58 4.1% 7% False False 281,749
40 147.90 111.34 36.56 32.4% 4.85 4.3% 4% False False 192,986
60 147.90 111.34 36.56 32.4% 4.95 4.4% 4% False False 148,051
80 147.90 108.40 39.50 35.0% 4.58 4.1% 11% False False 117,500
100 147.90 97.93 49.97 44.3% 4.25 3.8% 30% False False 95,902
120 147.90 96.72 51.18 45.3% 3.99 3.5% 32% False False 81,159
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129.59
2.618 124.12
1.618 120.77
1.000 118.70
0.618 117.42
HIGH 115.35
0.618 114.07
0.500 113.68
0.382 113.28
LOW 112.00
0.618 109.93
1.000 108.65
1.618 106.58
2.618 103.23
4.250 97.76
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 113.68 114.38
PP 113.41 113.88
S1 113.14 113.37

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

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