NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 135.37 136.43 1.06 0.8% 135.85
High 135.37 137.50 2.13 1.6% 136.40
Low 135.37 136.43 1.06 0.8% 134.00
Close 135.37 136.94 1.57 1.2% 135.37
Range 0.00 1.07 1.07 2.40
ATR 2.32 2.31 -0.01 -0.6% 0.00
Volume 856 473 -383 -44.7% 2,963
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 140.17 139.62 137.53
R3 139.10 138.55 137.23
R2 138.03 138.03 137.14
R1 137.48 137.48 137.04 137.76
PP 136.96 136.96 136.96 137.09
S1 136.41 136.41 136.84 136.69
S2 135.89 135.89 136.74
S3 134.82 135.34 136.65
S4 133.75 134.27 136.35
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 142.46 141.31 136.69
R3 140.06 138.91 136.03
R2 137.66 137.66 135.81
R1 136.51 136.51 135.59 135.89
PP 135.26 135.26 135.26 134.94
S1 134.11 134.11 135.15 133.49
S2 132.86 132.86 134.93
S3 130.46 131.71 134.71
S4 128.06 129.31 134.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.50 134.00 3.50 2.6% 1.17 0.9% 84% True False 577
10 137.50 131.75 5.75 4.2% 0.90 0.7% 90% True False 967
20 137.50 122.85 14.65 10.7% 0.76 0.6% 96% True False 889
40 137.50 108.15 29.35 21.4% 0.97 0.7% 98% True False 779
60 137.50 95.99 41.51 30.3% 0.67 0.5% 99% True False 625
80 137.50 95.99 41.51 30.3% 0.53 0.4% 99% True False 579
100 137.50 86.06 51.44 37.6% 0.45 0.3% 99% True False 522
120 137.50 84.00 53.50 39.1% 0.39 0.3% 99% True False 486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 142.05
2.618 140.30
1.618 139.23
1.000 138.57
0.618 138.16
HIGH 137.50
0.618 137.09
0.500 136.97
0.382 136.84
LOW 136.43
0.618 135.77
1.000 135.36
1.618 134.70
2.618 133.63
4.250 131.88
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 136.97 136.54
PP 136.96 136.15
S1 136.95 135.75

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

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