NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 145.71 139.31 -6.40 -4.4% 144.81
High 147.40 139.91 -7.49 -5.1% 147.90
Low 136.54 132.80 -3.74 -2.7% 135.90
Close 139.37 135.32 -4.05 -2.9% 145.66
Range 10.86 7.11 -3.75 -34.5% 12.00
ATR 5.23 5.37 0.13 2.6% 0.00
Volume 110,200 156,831 46,631 42.3% 522,172
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.34 153.44 139.23
R3 150.23 146.33 137.28
R2 143.12 143.12 136.62
R1 139.22 139.22 135.97 137.62
PP 136.01 136.01 136.01 135.21
S1 132.11 132.11 134.67 130.51
S2 128.90 128.90 134.02
S3 121.79 125.00 133.36
S4 114.68 117.89 131.41
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 179.15 174.41 152.26
R3 167.15 162.41 148.96
R2 155.15 155.15 147.86
R1 150.41 150.41 146.76 152.78
PP 143.15 143.15 143.15 144.34
S1 138.41 138.41 144.56 140.78
S2 131.15 131.15 143.46
S3 119.15 126.41 142.36
S4 107.15 114.41 139.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.90 132.80 15.10 11.2% 6.83 5.0% 17% False True 123,593
10 147.90 132.80 15.10 11.2% 5.61 4.1% 17% False True 106,871
20 147.90 132.25 15.65 11.6% 5.17 3.8% 20% False False 86,039
40 147.90 122.27 25.63 18.9% 5.11 3.8% 51% False False 72,644
60 147.90 108.40 39.50 29.2% 4.50 3.3% 68% False False 54,725
80 147.90 97.93 49.97 36.9% 4.07 3.0% 75% False False 43,256
100 147.90 96.72 51.18 37.8% 3.79 2.8% 75% False False 36,018
120 147.90 86.44 61.46 45.4% 3.43 2.5% 80% False False 30,536
Crabel Price Patterns
NR True
NR4 False
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 0.84
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.13
2.618 158.52
1.618 151.41
1.000 147.02
0.618 144.30
HIGH 139.91
0.618 137.19
0.500 136.36
0.382 135.52
LOW 132.80
0.618 128.41
1.000 125.69
1.618 121.30
2.618 114.19
4.250 102.58
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 136.36 140.10
PP 136.01 138.51
S1 135.67 136.91

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

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