NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 135.38 136.22 0.84 0.6% 133.96
High 136.25 136.40 0.15 0.1% 137.05
Low 135.15 134.04 -1.11 -0.8% 131.75
Close 135.78 137.65 1.87 1.4% 135.92
Range 1.10 2.36 1.26 114.5% 5.30
ATR 2.24 2.25 0.01 0.4% 0.00
Volume 476 612 136 28.6% 7,265
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 143.11 142.74 138.95
R3 140.75 140.38 138.30
R2 138.39 138.39 138.08
R1 138.02 138.02 137.87 138.21
PP 136.03 136.03 136.03 136.12
S1 135.66 135.66 137.43 135.85
S2 133.67 133.67 137.22
S3 131.31 133.30 137.00
S4 128.95 130.94 136.35
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.81 148.66 138.84
R3 145.51 143.36 137.38
R2 140.21 140.21 136.89
R1 138.06 138.06 136.41 139.14
PP 134.91 134.91 134.91 135.44
S1 132.76 132.76 135.43 133.84
S2 129.61 129.61 134.95
S3 124.31 127.46 134.46
S4 119.01 122.16 133.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.40 134.04 2.36 1.7% 0.90 0.7% 153% True True 1,079
10 137.05 126.47 10.58 7.7% 0.87 0.6% 106% False False 988
20 137.05 122.85 14.20 10.3% 1.04 0.8% 104% False False 955
40 137.05 108.15 28.90 21.0% 0.92 0.7% 102% False False 754
60 137.05 95.99 41.06 29.8% 0.63 0.5% 101% False False 604
80 137.05 95.99 41.06 29.8% 0.51 0.4% 101% False False 583
100 137.05 86.06 50.99 37.0% 0.43 0.3% 101% False False 508
120 137.05 84.00 53.05 38.5% 0.37 0.3% 101% False False 474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 146.43
2.618 142.58
1.618 140.22
1.000 138.76
0.618 137.86
HIGH 136.40
0.618 135.50
0.500 135.22
0.382 134.94
LOW 134.04
0.618 132.58
1.000 131.68
1.618 130.22
2.618 127.86
4.250 124.01
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 136.84 136.84
PP 136.03 136.03
S1 135.22 135.22

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

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