NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 141.91 140.10 -1.81 -1.3% 141.72
High 141.91 140.15 -1.76 -1.2% 146.66
Low 141.90 138.55 -3.35 -2.4% 141.72
Close 143.48 138.66 -4.82 -3.4% 146.79
Range 0.01 1.60 1.59 15,900.0% 4.94
ATR 2.27 2.46 0.19 8.4% 0.00
Volume 847 1,655 808 95.4% 7,438
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 143.92 142.89 139.54
R3 142.32 141.29 139.10
R2 140.72 140.72 138.95
R1 139.69 139.69 138.81 139.41
PP 139.12 139.12 139.12 138.98
S1 138.09 138.09 138.51 137.81
S2 137.52 137.52 138.37
S3 135.92 136.49 138.22
S4 134.32 134.89 137.78
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.88 158.27 149.51
R3 154.94 153.33 148.15
R2 150.00 150.00 147.70
R1 148.39 148.39 147.24 149.20
PP 145.06 145.06 145.06 145.46
S1 143.45 143.45 146.34 144.26
S2 140.12 140.12 145.88
S3 135.18 138.51 145.43
S4 130.24 133.57 144.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.66 138.55 8.11 5.8% 0.65 0.5% 1% False True 1,669
10 146.66 135.10 11.56 8.3% 1.12 0.8% 31% False False 1,151
20 146.66 134.00 12.66 9.1% 1.07 0.8% 37% False False 1,009
40 146.66 121.82 24.84 17.9% 1.07 0.8% 68% False False 907
60 146.66 107.85 38.81 28.0% 0.87 0.6% 79% False False 762
80 146.66 95.99 50.67 36.5% 0.65 0.5% 84% False False 655
100 146.66 92.96 53.70 38.7% 0.55 0.4% 85% False False 628
120 146.66 84.00 62.66 45.2% 0.48 0.3% 87% False False 554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.01
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 146.95
2.618 144.34
1.618 142.74
1.000 141.75
0.618 141.14
HIGH 140.15
0.618 139.54
0.500 139.35
0.382 139.16
LOW 138.55
0.618 137.56
1.000 136.95
1.618 135.96
2.618 134.36
4.250 131.75
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 139.35 142.61
PP 139.12 141.29
S1 138.89 139.98

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

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