NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 117.24 118.20 0.96 0.8% 114.06
High 117.24 118.24 1.00 0.9% 123.71
Low 117.24 118.20 0.96 0.8% 114.06
Close 117.24 118.04 0.80 0.7% 117.24
Range 0.00 0.04 0.04 9.65
ATR 2.21 2.12 -0.09 -3.9% 0.00
Volume 637 900 263 41.3% 2,361
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 118.28 118.20 118.06
R3 118.24 118.16 118.05
R2 118.20 118.20 118.05
R1 118.12 118.12 118.04 118.14
PP 118.16 118.16 118.16 118.17
S1 118.08 118.08 118.04 118.10
S2 118.12 118.12 118.03
S3 118.08 118.04 118.03
S4 118.04 118.00 118.02
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 147.29 141.91 122.55
R3 137.64 132.26 119.89
R2 127.99 127.99 119.01
R1 122.61 122.61 118.12 125.30
PP 118.34 118.34 118.34 119.68
S1 112.96 112.96 116.36 115.65
S2 108.69 108.69 115.47
S3 99.04 103.31 114.59
S4 89.39 93.66 111.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.71 115.58 8.13 6.9% 0.01 0.0% 30% False False 622
10 123.71 113.90 9.81 8.3% 0.00 0.0% 42% False False 377
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 10 trading days
Fibonacci Retracements and Extensions
4.250 118.41
2.618 118.34
1.618 118.30
1.000 118.28
0.618 118.26
HIGH 118.24
0.618 118.22
0.500 118.22
0.382 118.22
LOW 118.20
0.618 118.18
1.000 118.16
1.618 118.14
2.618 118.10
4.250 118.03
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 118.22 120.48
PP 118.16 119.66
S1 118.10 118.85

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

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