NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 137.64 138.17 0.53 0.4% 142.55
High 139.65 143.45 3.80 2.7% 146.85
Low 137.10 137.08 -0.02 0.0% 141.00
Close 137.63 143.15 5.52 4.0% 145.09
Range 2.55 6.37 3.82 149.8% 5.85
ATR 3.87 4.05 0.18 4.6% 0.00
Volume 19,888 17,238 -2,650 -13.3% 72,048
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 160.34 158.11 146.65
R3 153.97 151.74 144.90
R2 147.60 147.60 144.32
R1 145.37 145.37 143.73 146.49
PP 141.23 141.23 141.23 141.78
S1 139.00 139.00 142.57 140.12
S2 134.86 134.86 141.98
S3 128.49 132.63 141.40
S4 122.12 126.26 139.65
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
5 146.50 136.96 9.54 6.7% 4.25 3.0% 65% False False 18,031
10 146.85 136.96 9.89 6.9% 3.74 2.6% 63% False False 16,326
20 146.85 132.87 13.98 9.8% 3.90 2.7% 74% False False 14,731
40 146.85 121.15 25.70 18.0% 4.19 2.9% 86% False False 13,941
60 146.85 107.60 39.25 27.4% 3.46 2.4% 91% False False 10,576
80 146.85 96.27 50.58 35.3% 2.96 2.1% 93% False False 8,491
100 146.85 95.37 51.48 36.0% 2.59 1.8% 93% False False 7,128
120 146.85 85.48 61.37 42.9% 2.31 1.6% 94% False False 6,056
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.52
2.618 160.13
1.618 153.76
1.000 149.82
0.618 147.39
HIGH 143.45
0.618 141.02
0.500 140.27
0.382 139.51
LOW 137.08
0.618 133.14
1.000 130.71
1.618 126.77
2.618 120.40
4.250 110.01
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 142.19 142.21
PP 141.23 141.26
S1 140.27 140.32

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

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