NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 128.33 136.75 8.42 6.6% 126.35
High 138.28 137.93 -0.35 -0.3% 138.28
Low 128.00 132.97 4.97 3.9% 122.37
Close 137.88 134.43 -3.45 -2.5% 137.88
Range 10.28 4.96 -5.32 -51.8% 15.91
ATR 4.39 4.43 0.04 0.9% 0.00
Volume 46,301 89,719 43,418 93.8% 174,157
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 149.99 147.17 137.16
R3 145.03 142.21 135.79
R2 140.07 140.07 135.34
R1 137.25 137.25 134.88 136.18
PP 135.11 135.11 135.11 134.58
S1 132.29 132.29 133.98 131.22
S2 130.15 130.15 133.52
S3 125.19 127.33 133.07
S4 120.23 122.37 131.70
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 180.57 175.14 146.63
R3 164.66 159.23 142.26
R2 148.75 148.75 140.80
R1 143.32 143.32 139.34 146.04
PP 132.84 132.84 132.84 134.20
S1 127.41 127.41 136.42 130.13
S2 116.93 116.93 134.96
S3 101.02 111.50 133.50
S4 85.11 95.59 129.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.28 122.37 15.91 11.8% 5.60 4.2% 76% False False 47,376
10 138.28 122.37 15.91 11.8% 5.04 3.8% 76% False False 44,697
20 138.28 120.05 18.23 13.6% 4.43 3.3% 79% False False 44,095
40 138.28 105.64 32.64 24.3% 3.71 2.8% 88% False False 33,212
60 138.28 95.83 42.45 31.6% 3.52 2.6% 91% False False 29,674
80 138.28 92.81 45.47 33.8% 3.24 2.4% 92% False False 28,364
100 138.28 83.90 54.38 40.5% 3.01 2.2% 93% False False 26,186
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 1.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159.01
2.618 150.92
1.618 145.96
1.000 142.89
0.618 141.00
HIGH 137.93
0.618 136.04
0.500 135.45
0.382 134.86
LOW 132.97
0.618 129.90
1.000 128.01
1.618 124.94
2.618 119.98
4.250 111.89
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 135.45 133.06
PP 135.11 131.69
S1 134.77 130.33

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

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