NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 113.94 113.11 -0.83 -0.7% 115.20
High 115.35 116.65 1.30 1.1% 117.46
Low 112.00 111.64 -0.36 -0.3% 111.34
Close 112.87 114.53 1.66 1.5% 113.77
Range 3.35 5.01 1.66 49.6% 6.12
ATR 4.64 4.67 0.03 0.6% 0.00
Volume 276,806 178,631 -98,175 -35.5% 1,487,619
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 129.30 126.93 117.29
R3 124.29 121.92 115.91
R2 119.28 119.28 115.45
R1 116.91 116.91 114.99 118.10
PP 114.27 114.27 114.27 114.87
S1 111.90 111.90 114.07 113.09
S2 109.26 109.26 113.61
S3 104.25 106.89 113.15
S4 99.24 101.88 111.77
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 5.3% 4.33 3.8% 52% False False 270,078
10 121.78 111.34 10.44 9.1% 4.22 3.7% 31% False False 287,184
20 128.70 111.34 17.36 15.2% 4.50 3.9% 18% False False 278,301
40 147.90 111.34 36.56 31.9% 4.87 4.3% 9% False False 195,778
60 147.90 111.34 36.56 31.9% 5.02 4.4% 9% False False 149,806
80 147.90 108.40 39.50 34.5% 4.62 4.0% 16% False False 119,475
100 147.90 97.93 49.97 43.6% 4.24 3.7% 33% False False 97,618
120 147.90 96.72 51.18 44.7% 4.03 3.5% 35% False False 82,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.03
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 137.94
2.618 129.77
1.618 124.76
1.000 121.66
0.618 119.75
HIGH 116.65
0.618 114.74
0.500 114.15
0.382 113.55
LOW 111.64
0.618 108.54
1.000 106.63
1.618 103.53
2.618 98.52
4.250 90.35
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 114.40 114.35
PP 114.27 114.17
S1 114.15 114.00

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

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