NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 143.30 145.61 2.31 1.6% 145.27
High 148.60 147.63 -0.97 -0.7% 148.60
Low 142.92 144.10 1.18 0.8% 137.31
Close 146.35 146.68 0.33 0.2% 146.35
Range 5.68 3.53 -2.15 -37.9% 11.29
ATR 4.44 4.37 -0.06 -1.5% 0.00
Volume 36,550 46,709 10,159 27.8% 181,545
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 156.73 155.23 148.62
R3 153.20 151.70 147.65
R2 149.67 149.67 147.33
R1 148.17 148.17 147.00 148.92
PP 146.14 146.14 146.14 146.51
S1 144.64 144.64 146.36 145.39
S2 142.61 142.61 146.03
S3 139.08 141.11 145.71
S4 135.55 137.58 144.74
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 177.96 173.44 152.56
R3 166.67 162.15 149.45
R2 155.38 155.38 148.42
R1 150.86 150.86 147.38 153.12
PP 144.09 144.09 144.09 145.22
S1 139.57 139.57 145.32 141.83
S2 132.80 132.80 144.28
S3 121.51 128.28 143.25
S4 110.22 116.99 140.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.60 137.31 11.29 7.7% 5.02 3.4% 83% False False 39,979
10 148.60 137.31 11.29 7.7% 4.05 2.8% 83% False False 36,555
20 148.60 132.90 15.70 10.7% 4.20 2.9% 88% False False 34,614
40 148.60 122.37 26.23 17.9% 4.59 3.1% 93% False False 40,237
60 148.60 107.00 41.60 28.4% 4.14 2.8% 95% False False 35,693
80 148.60 96.62 51.98 35.4% 3.76 2.6% 96% False False 31,758
100 148.60 94.90 53.70 36.6% 3.60 2.5% 96% False False 30,719
120 148.60 85.60 63.00 43.0% 3.34 2.3% 97% False False 28,551
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 0.69
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.63
2.618 156.87
1.618 153.34
1.000 151.16
0.618 149.81
HIGH 147.63
0.618 146.28
0.500 145.87
0.382 145.45
LOW 144.10
0.618 141.92
1.000 140.57
1.618 138.39
2.618 134.86
4.250 129.10
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 146.41 145.50
PP 146.14 144.33
S1 145.87 143.15

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

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