NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 04-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 04-Jul-2008 Change Change % Previous Week
Open 145.36 146.33 0.97 0.7% 142.09
High 147.09 146.73 -0.36 -0.2% 147.09
Low 144.59 145.20 0.61 0.4% 140.81
Close 146.50 145.35 -1.15 -0.8% 145.35
Range 2.50 1.53 -0.97 -38.8% 6.28
ATR 4.29 4.09 -0.20 -4.6% 0.00
Volume 33,109 33,109 0 0.0% 173,110
Daily Pivots for day following 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 150.35 149.38 146.19
R3 148.82 147.85 145.77
R2 147.29 147.29 145.63
R1 146.32 146.32 145.49 146.04
PP 145.76 145.76 145.76 145.62
S1 144.79 144.79 145.21 144.51
S2 144.23 144.23 145.07
S3 142.70 143.26 144.93
S4 141.17 141.73 144.51
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.26 160.58 148.80
R3 156.98 154.30 147.08
R2 150.70 150.70 146.50
R1 148.02 148.02 145.93 149.36
PP 144.42 144.42 144.42 145.09
S1 141.74 141.74 144.77 143.08
S2 138.14 138.14 144.20
S3 131.86 135.46 143.62
S4 125.58 129.18 141.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.09 140.81 6.28 4.3% 3.02 2.1% 72% False False 34,622
10 147.09 133.10 13.99 9.6% 3.70 2.5% 88% False False 32,044
20 147.09 131.72 15.37 10.6% 4.35 3.0% 89% False False 37,776
40 147.09 120.05 27.04 18.6% 4.34 3.0% 94% False False 39,615
60 147.09 105.18 41.91 28.8% 3.86 2.7% 96% False False 33,587
80 147.09 95.83 51.26 35.3% 3.69 2.5% 97% False False 30,984
100 147.09 92.25 54.84 37.7% 3.43 2.4% 97% False False 29,475
120 147.09 83.90 63.19 43.5% 3.21 2.2% 97% False False 27,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 153.23
2.618 150.74
1.618 149.21
1.000 148.26
0.618 147.68
HIGH 146.73
0.618 146.15
0.500 145.97
0.382 145.78
LOW 145.20
0.618 144.25
1.000 143.67
1.618 142.72
2.618 141.19
4.250 138.70
Fisher Pivots for day following 04-Jul-2008
Pivot 1 day 3 day
R1 145.97 145.02
PP 145.76 144.68
S1 145.56 144.35

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

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