NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
04-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 146.36 145.07 -1.29 -0.9% 142.55
High 146.50 145.07 -1.43 -1.0% 146.85
Low 145.07 140.91 -4.16 -2.9% 141.00
Close 145.09 142.74 -2.35 -1.6% 145.09
Range 1.43 4.16 2.73 190.9% 5.85
ATR 3.73 3.76 0.03 0.9% 0.00
Volume 14,276 16,195 1,919 13.4% 72,048
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.39 153.22 145.03
R3 151.23 149.06 143.88
R2 147.07 147.07 143.50
R1 144.90 144.90 143.12 143.91
PP 142.91 142.91 142.91 142.41
S1 140.74 140.74 142.36 139.75
S2 138.75 138.75 141.98
S3 134.59 136.58 141.60
S4 130.43 132.42 140.45
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 161.86 159.33 148.31
R3 156.01 153.48 146.70
R2 150.16 150.16 146.16
R1 147.63 147.63 145.63 148.90
PP 144.31 144.31 144.31 144.95
S1 141.78 141.78 144.55 143.05
S2 138.46 138.46 144.02
S3 132.61 135.93 143.48
S4 126.76 130.08 141.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.85 140.91 5.94 4.2% 2.95 2.1% 31% False True 14,065
10 146.85 133.09 13.76 9.6% 3.50 2.4% 70% False False 13,573
20 146.85 132.06 14.79 10.4% 3.97 2.8% 72% False False 14,216
40 146.85 121.15 25.70 18.0% 3.92 2.7% 84% False False 12,947
60 146.85 107.52 39.33 27.6% 3.25 2.3% 90% False False 9,638
80 146.85 96.27 50.58 35.4% 2.81 2.0% 92% False False 7,838
100 146.85 93.75 53.10 37.2% 2.47 1.7% 92% False False 6,565
120 146.85 85.48 61.37 43.0% 2.20 1.5% 93% False False 5,566
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 0.59
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 162.75
2.618 155.96
1.618 151.80
1.000 149.23
0.618 147.64
HIGH 145.07
0.618 143.48
0.500 142.99
0.382 142.50
LOW 140.91
0.618 138.34
1.000 136.75
1.618 134.18
2.618 130.02
4.250 123.23
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 142.99 143.88
PP 142.91 143.50
S1 142.82 143.12

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

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