NYMEX Light Sweet Crude Oil Future January 2009


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 143.33 145.00 1.67 1.2% 145.00
High 148.35 147.60 -0.75 -0.5% 148.35
Low 143.33 144.85 1.52 1.1% 137.76
Close 146.47 146.85 0.38 0.3% 146.47
Range 5.02 2.75 -2.27 -45.2% 10.59
ATR 3.43 3.39 -0.05 -1.4% 0.00
Volume 3,538 4,699 1,161 32.8% 19,974
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 154.68 153.52 148.36
R3 151.93 150.77 147.61
R2 149.18 149.18 147.35
R1 148.02 148.02 147.10 148.60
PP 146.43 146.43 146.43 146.73
S1 145.27 145.27 146.60 145.85
S2 143.68 143.68 146.35
S3 140.93 142.52 146.09
S4 138.18 139.77 145.34
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 175.96 171.81 152.29
R3 165.37 161.22 149.38
R2 154.78 154.78 148.41
R1 150.63 150.63 147.44 152.71
PP 144.19 144.19 144.19 145.23
S1 140.04 140.04 145.50 142.12
S2 133.60 133.60 144.53
S3 123.01 129.45 143.56
S4 112.42 118.86 140.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.35 137.76 10.59 7.2% 3.71 2.5% 86% False False 4,448
10 148.35 137.76 10.59 7.2% 2.94 2.0% 86% False False 4,504
20 148.35 133.32 15.03 10.2% 2.65 1.8% 90% False False 3,388
40 148.35 122.90 25.45 17.3% 2.84 1.9% 94% False False 3,047
60 148.35 108.57 39.78 27.1% 2.26 1.5% 96% False False 2,338
80 148.35 96.69 51.66 35.2% 2.05 1.4% 97% False False 1,884
100 148.35 95.30 53.05 36.1% 1.71 1.2% 97% False False 1,646
120 148.35 86.00 62.35 42.5% 1.47 1.0% 98% False False 1,493
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159.29
2.618 154.80
1.618 152.05
1.000 150.35
0.618 149.30
HIGH 147.60
0.618 146.55
0.500 146.23
0.382 145.90
LOW 144.85
0.618 143.15
1.000 142.10
1.618 140.40
2.618 137.65
4.250 133.16
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 146.64 145.68
PP 146.43 144.51
S1 146.23 143.34

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

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