NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 126.47 133.55 7.08 5.6% 126.25
High 126.47 135.55 9.08 7.2% 135.55
Low 126.47 133.55 7.08 5.6% 122.85
Close 127.85 137.24 9.39 7.3% 137.24
Range 0.00 2.00 2.00 12.70
ATR 1.92 2.33 0.41 21.5% 0.00
Volume 577 405 -172 -29.8% 3,312
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 141.45 141.34 138.34
R3 139.45 139.34 137.79
R2 137.45 137.45 137.61
R1 137.34 137.34 137.42 137.40
PP 135.45 135.45 135.45 135.47
S1 135.34 135.34 137.06 135.40
S2 133.45 133.45 136.87
S3 131.45 133.34 136.69
S4 129.45 131.34 136.14
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 169.98 166.31 144.23
R3 157.28 153.61 140.73
R2 144.58 144.58 139.57
R1 140.91 140.91 138.40 142.75
PP 131.88 131.88 131.88 132.80
S1 128.21 128.21 136.08 130.05
S2 119.18 119.18 134.91
S3 106.48 115.51 133.75
S4 93.78 102.81 130.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.55 122.85 12.70 9.3% 0.55 0.4% 113% True False 662
10 135.55 122.85 12.70 9.3% 0.70 0.5% 113% True False 845
20 135.70 121.78 13.92 10.1% 1.18 0.9% 111% False False 806
40 135.70 105.34 30.36 22.1% 0.77 0.6% 105% False False 619
60 135.70 95.99 39.71 28.9% 0.53 0.4% 104% False False 550
80 135.70 91.39 44.31 32.3% 0.43 0.3% 103% False False 509
100 135.70 84.00 51.70 37.7% 0.36 0.3% 103% False False 451
120 135.70 84.00 51.70 37.7% 0.32 0.2% 103% False False 436
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 0.07
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 144.05
2.618 140.79
1.618 138.79
1.000 137.55
0.618 136.79
HIGH 135.55
0.618 134.79
0.500 134.55
0.382 134.31
LOW 133.55
0.618 132.31
1.000 131.55
1.618 130.31
2.618 128.31
4.250 125.05
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 136.34 134.56
PP 135.45 131.88
S1 134.55 129.20

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

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