NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 145.07 142.74 -2.33 -1.6% 142.55
High 145.07 143.68 -1.39 -1.0% 146.85
Low 140.91 136.96 -3.95 -2.8% 141.00
Close 142.74 137.66 -5.08 -3.6% 145.09
Range 4.16 6.72 2.56 61.5% 5.85
ATR 3.76 3.97 0.21 5.6% 0.00
Volume 16,195 22,558 6,363 39.3% 72,048
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.59 155.35 141.36
R3 152.87 148.63 139.51
R2 146.15 146.15 138.89
R1 141.91 141.91 138.28 140.67
PP 139.43 139.43 139.43 138.82
S1 135.19 135.19 137.04 133.95
S2 132.71 132.71 136.43
S3 125.99 128.47 135.81
S4 119.27 121.75 133.96
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
5 146.85 136.96 9.89 7.2% 3.67 2.7% 7% False True 16,627
10 146.85 133.09 13.76 10.0% 3.97 2.9% 33% False False 14,998
20 146.85 132.35 14.50 10.5% 4.02 2.9% 37% False False 14,590
40 146.85 121.15 25.70 18.7% 4.03 2.9% 64% False False 13,332
60 146.85 107.60 39.25 28.5% 3.35 2.4% 77% False False 10,004
80 146.85 96.27 50.58 36.7% 2.88 2.1% 82% False False 8,097
100 146.85 93.75 53.10 38.6% 2.53 1.8% 83% False False 6,780
120 146.85 85.48 61.37 44.6% 2.24 1.6% 85% False False 5,751
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 0.63
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 172.24
2.618 161.27
1.618 154.55
1.000 150.40
0.618 147.83
HIGH 143.68
0.618 141.11
0.500 140.32
0.382 139.53
LOW 136.96
0.618 132.81
1.000 130.24
1.618 126.09
2.618 119.37
4.250 108.40
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 140.32 141.73
PP 139.43 140.37
S1 138.55 139.02

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

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