NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 142.21 137.16 -5.05 -3.6% 141.68
High 143.41 139.48 -3.93 -2.7% 146.68
Low 136.49 136.50 0.01 0.0% 140.42
Close 137.21 137.19 -0.02 0.0% 145.09
Range 6.92 2.98 -3.94 -56.9% 6.26
ATR 4.41 4.31 -0.10 -2.3% 0.00
Volume 38,788 35,775 -3,013 -7.8% 138,750
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 146.66 144.91 138.83
R3 143.68 141.93 138.01
R2 140.70 140.70 137.74
R1 138.95 138.95 137.46 139.83
PP 137.72 137.72 137.72 138.16
S1 135.97 135.97 136.92 136.85
S2 134.74 134.74 136.64
S3 131.76 132.99 136.37
S4 128.78 130.01 135.55
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 162.84 160.23 148.53
R3 156.58 153.97 146.81
R2 150.32 150.32 146.24
R1 147.71 147.71 145.66 149.02
PP 144.06 144.06 144.06 144.72
S1 141.45 141.45 144.52 142.76
S2 137.80 137.80 143.94
S3 131.54 135.19 143.37
S4 125.28 128.93 141.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.68 136.49 10.19 7.4% 3.84 2.8% 7% False False 31,849
10 146.68 134.68 12.00 8.7% 4.11 3.0% 21% False False 30,056
20 146.68 132.54 14.14 10.3% 4.30 3.1% 33% False False 27,606
40 146.68 120.30 26.38 19.2% 4.47 3.3% 64% False False 24,858
60 146.68 108.00 38.68 28.2% 3.93 2.9% 75% False False 18,811
80 146.68 96.67 50.01 36.5% 3.52 2.6% 81% False False 15,295
100 146.68 95.61 51.07 37.2% 3.14 2.3% 81% False False 12,720
120 146.68 84.60 62.08 45.3% 2.81 2.0% 85% False False 10,784
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 152.15
2.618 147.28
1.618 144.30
1.000 142.46
0.618 141.32
HIGH 139.48
0.618 138.34
0.500 137.99
0.382 137.64
LOW 136.50
0.618 134.66
1.000 133.52
1.618 131.68
2.618 128.70
4.250 123.84
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 137.99 141.06
PP 137.72 139.77
S1 137.46 138.48

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

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