NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 136.15 131.68 -4.47 -3.3% 145.24
High 137.83 133.35 -4.48 -3.3% 147.55
Low 130.41 129.45 -0.96 -0.7% 129.45
Close 130.68 129.97 -0.71 -0.5% 129.97
Range 7.42 3.90 -3.52 -47.4% 18.10
ATR 5.22 5.12 -0.09 -1.8% 0.00
Volume 46,843 49,683 2,840 6.1% 205,444
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 142.62 140.20 132.12
R3 138.72 136.30 131.04
R2 134.82 134.82 130.69
R1 132.40 132.40 130.33 131.66
PP 130.92 130.92 130.92 130.56
S1 128.50 128.50 129.61 127.76
S2 127.02 127.02 129.26
S3 123.12 124.60 128.90
S4 119.22 120.70 127.83
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 189.96 178.06 139.93
R3 171.86 159.96 134.95
R2 153.76 153.76 133.29
R1 141.86 141.86 131.63 138.76
PP 135.66 135.66 135.66 134.11
S1 123.76 123.76 128.31 120.66
S2 117.56 117.56 126.65
S3 99.46 105.66 124.99
S4 81.36 87.56 120.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.55 129.45 18.10 13.9% 6.42 4.9% 3% False True 41,088
10 148.13 129.45 18.68 14.4% 5.94 4.6% 3% False True 37,267
20 148.13 129.45 18.68 14.4% 4.87 3.7% 3% False True 31,431
40 148.13 122.32 25.81 19.9% 4.93 3.8% 30% False False 29,213
60 148.13 108.00 40.13 30.9% 4.42 3.4% 55% False False 22,798
80 148.13 97.48 50.65 39.0% 3.87 3.0% 64% False False 18,257
100 148.13 96.67 51.46 39.6% 3.51 2.7% 65% False False 15,301
120 148.13 86.34 61.79 47.5% 3.13 2.4% 71% False False 12,910
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 1.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 149.93
2.618 143.56
1.618 139.66
1.000 137.25
0.618 135.76
HIGH 133.35
0.618 131.86
0.500 131.40
0.382 130.94
LOW 129.45
0.618 127.04
1.000 125.55
1.618 123.14
2.618 119.24
4.250 112.88
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 131.40 134.83
PP 130.92 133.21
S1 130.45 131.59

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

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