NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 117.77 119.20 1.43 1.2% 115.45
High 117.77 119.20 1.43 1.2% 123.58
Low 117.77 117.90 0.13 0.1% 114.80
Close 117.77 118.26 0.49 0.4% 117.02
Range 0.00 1.30 1.30 8.78
ATR 1.97 1.93 -0.04 -2.0% 0.00
Volume 1,176 450 -726 -61.7% 5,078
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 122.35 121.61 118.98
R3 121.05 120.31 118.62
R2 119.75 119.75 118.50
R1 119.01 119.01 118.38 118.73
PP 118.45 118.45 118.45 118.32
S1 117.71 117.71 118.14 117.43
S2 117.15 117.15 118.02
S3 115.85 116.41 117.90
S4 114.55 115.11 117.55
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 144.81 139.69 121.85
R3 136.03 130.91 119.43
R2 127.25 127.25 118.63
R1 122.13 122.13 117.82 124.69
PP 118.47 118.47 118.47 119.75
S1 113.35 113.35 116.22 115.91
S2 109.69 109.69 115.41
S3 100.91 104.57 114.61
S4 92.13 95.79 112.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.58 115.40 8.18 6.9% 0.48 0.4% 35% False False 1,096
10 123.58 114.50 9.08 7.7% 0.62 0.5% 41% False False 994
20 126.60 114.31 12.29 10.4% 0.44 0.4% 32% False False 975
40 146.86 114.31 32.55 27.5% 0.31 0.3% 12% False False 991
60 146.86 114.31 32.55 27.5% 0.29 0.2% 12% False False 779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 124.73
2.618 122.60
1.618 121.30
1.000 120.50
0.618 120.00
HIGH 119.20
0.618 118.70
0.500 118.55
0.382 118.40
LOW 117.90
0.618 117.10
1.000 116.60
1.618 115.80
2.618 114.50
4.250 112.38
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 118.55 119.48
PP 118.45 119.07
S1 118.36 118.67

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

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