NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 133.55 133.96 0.41 0.3% 126.25
High 135.55 133.96 -1.59 -1.2% 135.55
Low 133.55 133.96 0.41 0.3% 122.85
Close 137.24 133.96 -3.28 -2.4% 137.24
Range 2.00 0.00 -2.00 -100.0% 12.70
ATR 2.33 2.40 0.07 2.9% 0.00
Volume 405 1,023 618 152.6% 3,312
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 133.96 133.96 133.96
R3 133.96 133.96 133.96
R2 133.96 133.96 133.96
R1 133.96 133.96 133.96 133.96
PP 133.96 133.96 133.96 133.96
S1 133.96 133.96 133.96 133.96
S2 133.96 133.96 133.96
S3 133.96 133.96 133.96
S4 133.96 133.96 133.96
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 9.5% 0.55 0.4% 87% False False 713
10 135.55 122.85 12.70 9.5% 0.61 0.5% 87% False False 811
20 135.70 121.78 13.92 10.4% 1.14 0.9% 88% False False 794
40 135.70 106.34 29.36 21.9% 0.77 0.6% 94% False False 631
60 135.70 95.99 39.71 29.6% 0.53 0.4% 96% False False 551
80 135.70 92.10 43.60 32.5% 0.43 0.3% 96% False False 521
100 135.70 84.00 51.70 38.6% 0.36 0.3% 97% False False 454
120 135.70 84.00 51.70 38.6% 0.31 0.2% 97% False False 444
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.96
2.618 133.96
1.618 133.96
1.000 133.96
0.618 133.96
HIGH 133.96
0.618 133.96
0.500 133.96
0.382 133.96
LOW 133.96
0.618 133.96
1.000 133.96
1.618 133.96
2.618 133.96
4.250 133.96
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 133.96 132.98
PP 133.96 131.99
S1 133.96 131.01

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

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