NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 144.19 144.27 0.08 0.1% 140.60
High 145.85 144.53 -1.32 -0.9% 145.85
Low 143.22 139.50 -3.72 -2.6% 139.17
Close 145.29 141.37 -3.92 -2.7% 145.29
Range 2.63 5.03 2.40 91.3% 6.68
ATR 4.62 4.71 0.08 1.8% 0.00
Volume 253,397 193,841 -59,556 -23.5% 1,023,093
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 156.89 154.16 144.14
R3 151.86 149.13 142.75
R2 146.83 146.83 142.29
R1 144.10 144.10 141.83 142.95
PP 141.80 141.80 141.80 141.23
S1 139.07 139.07 140.91 137.92
S2 136.77 136.77 140.45
S3 131.74 134.04 139.99
S4 126.71 129.01 138.60
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.48 161.06 148.96
R3 156.80 154.38 147.13
R2 150.12 150.12 146.51
R1 147.70 147.70 145.90 148.91
PP 143.44 143.44 143.44 144.04
S1 141.02 141.02 144.68 142.23
S2 136.76 136.76 144.07
S3 130.08 134.34 143.45
S4 123.40 127.66 141.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.85 139.17 6.68 4.7% 3.97 2.8% 33% False False 243,386
10 145.85 131.95 13.90 9.8% 4.35 3.1% 68% False False 255,981
20 145.85 131.33 14.52 10.3% 4.94 3.5% 69% False False 220,706
40 145.85 120.61 25.24 17.9% 4.69 3.3% 82% False False 153,820
60 145.85 107.90 37.95 26.8% 4.14 2.9% 88% False False 110,459
80 145.85 97.33 48.52 34.3% 3.94 2.8% 91% False False 85,822
100 145.85 93.61 52.24 37.0% 3.61 2.6% 91% False False 69,948
120 145.85 84.33 61.52 43.5% 3.31 2.3% 93% False False 58,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 165.91
2.618 157.70
1.618 152.67
1.000 149.56
0.618 147.64
HIGH 144.53
0.618 142.61
0.500 142.02
0.382 141.42
LOW 139.50
0.618 136.39
1.000 134.47
1.618 131.36
2.618 126.33
4.250 118.12
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 142.02 142.68
PP 141.80 142.24
S1 141.59 141.81

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

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