NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
04-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 146.33 145.27 -1.06 -0.7% 142.09
High 146.73 145.47 -1.26 -0.9% 147.09
Low 145.20 141.22 -3.98 -2.7% 140.81
Close 145.35 143.02 -2.33 -1.6% 145.35
Range 1.53 4.25 2.72 177.8% 6.28
ATR 4.09 4.10 0.01 0.3% 0.00
Volume 33,109 28,359 -4,750 -14.3% 173,110
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.99 153.75 145.36
R3 151.74 149.50 144.19
R2 147.49 147.49 143.80
R1 145.25 145.25 143.41 144.25
PP 143.24 143.24 143.24 142.73
S1 141.00 141.00 142.63 140.00
S2 138.99 138.99 142.24
S3 134.74 136.75 141.85
S4 130.49 132.50 140.68
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
5 147.09 141.22 5.87 4.1% 3.07 2.1% 31% False True 33,131
10 147.09 133.10 13.99 9.8% 3.74 2.6% 71% False False 32,372
20 147.09 131.72 15.37 10.7% 4.31 3.0% 74% False False 34,708
40 147.09 120.05 27.04 18.9% 4.37 3.1% 85% False False 39,401
60 147.09 105.64 41.45 29.0% 3.91 2.7% 90% False False 33,711
80 147.09 95.83 51.26 35.8% 3.72 2.6% 92% False False 30,932
100 147.09 92.81 54.28 38.0% 3.45 2.4% 93% False False 29,633
120 147.09 83.90 63.19 44.2% 3.23 2.3% 94% False False 27,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 163.53
2.618 156.60
1.618 152.35
1.000 149.72
0.618 148.10
HIGH 145.47
0.618 143.85
0.500 143.35
0.382 142.84
LOW 141.22
0.618 138.59
1.000 136.97
1.618 134.34
2.618 130.09
4.250 123.16
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 143.35 144.16
PP 143.24 143.78
S1 143.13 143.40

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

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