NYMEX Light Sweet Crude Oil Future November 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 142.74 137.64 -5.10 -3.6% 142.55
High 143.68 139.65 -4.03 -2.8% 146.85
Low 136.96 137.10 0.14 0.1% 141.00
Close 137.66 137.63 -0.03 0.0% 145.09
Range 6.72 2.55 -4.17 -62.1% 5.85
ATR 3.97 3.87 -0.10 -2.6% 0.00
Volume 22,558 19,888 -2,670 -11.8% 72,048
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 145.78 144.25 139.03
R3 143.23 141.70 138.33
R2 140.68 140.68 138.10
R1 139.15 139.15 137.86 138.64
PP 138.13 138.13 138.13 137.87
S1 136.60 136.60 137.40 136.09
S2 135.58 135.58 137.16
S3 133.03 134.05 136.93
S4 130.48 131.50 136.23
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% 3.44 2.5% 7% False False 17,438
10 146.85 134.80 12.05 8.8% 3.71 2.7% 23% False False 15,882
20 146.85 132.87 13.98 10.2% 3.81 2.8% 34% False False 14,597
40 146.85 121.15 25.70 18.7% 4.05 2.9% 64% False False 13,642
60 146.85 107.60 39.25 28.5% 3.36 2.4% 77% False False 10,324
80 146.85 96.27 50.58 36.8% 2.89 2.1% 82% False False 8,314
100 146.85 95.15 51.70 37.6% 2.55 1.9% 82% False False 6,968
120 146.85 85.48 61.37 44.6% 2.25 1.6% 85% False False 5,913
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 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 150.49
2.618 146.33
1.618 143.78
1.000 142.20
0.618 141.23
HIGH 139.65
0.618 138.68
0.500 138.38
0.382 138.07
LOW 137.10
0.618 135.52
1.000 134.55
1.618 132.97
2.618 130.42
4.250 126.26
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 138.38 141.02
PP 138.13 139.89
S1 137.88 138.76

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

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