NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 136.12 134.98 -1.14 -0.8% 137.32
High 136.31 137.74 1.43 1.0% 139.14
Low 134.20 133.71 -0.49 -0.4% 132.06
Close 135.54 137.74 2.20 1.6% 136.04
Range 2.11 4.03 1.92 91.0% 7.08
ATR 4.13 4.13 -0.01 -0.2% 0.00
Volume 14,013 12,998 -1,015 -7.2% 98,139
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 148.49 147.14 139.96
R3 144.46 143.11 138.85
R2 140.43 140.43 138.48
R1 139.08 139.08 138.11 139.76
PP 136.40 136.40 136.40 136.73
S1 135.05 135.05 137.37 135.73
S2 132.37 132.37 137.00
S3 128.34 131.02 136.63
S4 124.31 126.99 135.52
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.99 153.59 139.93
R3 149.91 146.51 137.99
R2 142.83 142.83 137.34
R1 139.43 139.43 136.69 137.59
PP 135.75 135.75 135.75 134.83
S1 132.35 132.35 135.39 130.51
S2 128.67 128.67 134.74
S3 121.59 125.27 134.09
S4 114.51 118.19 132.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.11 133.56 6.55 4.8% 3.83 2.8% 64% False False 13,768
10 140.11 122.40 17.71 12.9% 5.15 3.7% 87% False False 16,336
20 140.11 122.40 17.71 12.9% 4.62 3.4% 87% False False 14,841
40 140.11 107.60 32.51 23.6% 3.47 2.5% 93% False False 9,665
60 140.11 98.15 41.96 30.5% 2.76 2.0% 94% False False 7,176
80 140.11 96.27 43.84 31.8% 2.38 1.7% 95% False False 5,872
100 140.11 86.22 53.89 39.1% 2.11 1.5% 96% False False 4,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 154.87
2.618 148.29
1.618 144.26
1.000 141.77
0.618 140.23
HIGH 137.74
0.618 136.20
0.500 135.73
0.382 135.25
LOW 133.71
0.618 131.22
1.000 129.68
1.618 127.19
2.618 123.16
4.250 116.58
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 137.07 137.46
PP 136.40 137.19
S1 135.73 136.91

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

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