NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 136.75 135.08 -1.67 -1.2% 126.35
High 137.93 137.91 -0.02 0.0% 138.28
Low 132.97 131.72 -1.25 -0.9% 122.37
Close 134.43 132.07 -2.36 -1.8% 137.88
Range 4.96 6.19 1.23 24.8% 15.91
ATR 4.43 4.55 0.13 2.8% 0.00
Volume 89,719 37,890 -51,829 -57.8% 174,157
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 152.47 148.46 135.47
R3 146.28 142.27 133.77
R2 140.09 140.09 133.20
R1 136.08 136.08 132.64 134.99
PP 133.90 133.90 133.90 133.36
S1 129.89 129.89 131.50 128.80
S2 127.71 127.71 130.94
S3 121.52 123.70 130.37
S4 115.33 117.51 128.67
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 12.0% 6.04 4.6% 61% False False 48,747
10 138.28 122.37 15.91 12.0% 5.20 3.9% 61% False False 42,964
20 138.28 120.05 18.23 13.8% 4.60 3.5% 66% False False 43,934
40 138.28 107.00 31.28 23.7% 3.81 2.9% 80% False False 33,792
60 138.28 95.83 42.45 32.1% 3.59 2.7% 85% False False 29,842
80 138.28 93.63 44.65 33.8% 3.30 2.5% 86% False False 28,614
100 138.28 83.90 54.38 41.2% 3.05 2.3% 89% False False 26,373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164.22
2.618 154.12
1.618 147.93
1.000 144.10
0.618 141.74
HIGH 137.91
0.618 135.55
0.500 134.82
0.382 134.08
LOW 131.72
0.618 127.89
1.000 125.53
1.618 121.70
2.618 115.51
4.250 105.41
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 134.82 133.14
PP 133.90 132.78
S1 132.99 132.43

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

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