NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 145.27 142.96 -2.31 -1.6% 142.09
High 145.47 144.15 -1.32 -0.9% 147.09
Low 141.22 137.31 -3.91 -2.8% 140.81
Close 143.02 138.05 -4.97 -3.5% 145.35
Range 4.25 6.84 2.59 60.9% 6.28
ATR 4.10 4.30 0.20 4.8% 0.00
Volume 28,359 41,639 13,280 46.8% 173,110
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 160.36 156.04 141.81
R3 153.52 149.20 139.93
R2 146.68 146.68 139.30
R1 142.36 142.36 138.68 141.10
PP 139.84 139.84 139.84 139.21
S1 135.52 135.52 137.42 134.26
S2 133.00 133.00 136.80
S3 126.16 128.68 136.17
S4 119.32 121.84 134.29
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
5 147.09 137.31 9.78 7.1% 3.81 2.8% 8% False True 34,893
10 147.09 133.10 13.99 10.1% 4.18 3.0% 35% False False 34,647
20 147.09 132.00 15.09 10.9% 4.35 3.1% 40% False False 34,895
40 147.09 120.05 27.04 19.6% 4.47 3.2% 67% False False 39,415
60 147.09 107.00 40.09 29.0% 3.99 2.9% 77% False False 34,159
80 147.09 95.83 51.26 37.1% 3.78 2.7% 82% False False 31,105
100 147.09 93.63 53.46 38.7% 3.51 2.5% 83% False False 29,870
120 147.09 83.90 63.19 45.8% 3.27 2.4% 86% False False 27,794
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 0.69
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 173.22
2.618 162.06
1.618 155.22
1.000 150.99
0.618 148.38
HIGH 144.15
0.618 141.54
0.500 140.73
0.382 139.92
LOW 137.31
0.618 133.08
1.000 130.47
1.618 126.24
2.618 119.40
4.250 108.24
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 140.73 142.02
PP 139.84 140.70
S1 138.94 139.37

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

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