NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 140.10 139.68 -0.42 -0.3% 141.72
High 140.15 139.68 -0.47 -0.3% 146.66
Low 138.55 138.12 -0.43 -0.3% 141.72
Close 138.66 138.55 -0.11 -0.1% 146.79
Range 1.60 1.56 -0.04 -2.5% 4.94
ATR 2.46 2.39 -0.06 -2.6% 0.00
Volume 1,655 1,844 189 11.4% 7,438
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 143.46 142.57 139.41
R3 141.90 141.01 138.98
R2 140.34 140.34 138.84
R1 139.45 139.45 138.69 139.12
PP 138.78 138.78 138.78 138.62
S1 137.89 137.89 138.41 137.56
S2 137.22 137.22 138.26
S3 135.66 136.33 138.12
S4 134.10 134.77 137.69
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
5 146.66 138.12 8.54 6.2% 0.63 0.5% 5% False True 1,589
10 146.66 138.12 8.54 6.2% 1.04 0.7% 5% False True 1,321
20 146.66 134.00 12.66 9.1% 1.04 0.7% 36% False False 1,030
40 146.66 121.82 24.84 17.9% 1.11 0.8% 67% False False 946
60 146.66 108.15 38.51 27.8% 0.89 0.6% 79% False False 790
80 146.66 95.99 50.67 36.6% 0.67 0.5% 84% False False 678
100 146.66 95.18 51.48 37.2% 0.57 0.4% 84% False False 639
120 146.66 84.00 62.66 45.2% 0.49 0.4% 87% False False 568
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.31
2.618 143.76
1.618 142.20
1.000 141.24
0.618 140.64
HIGH 139.68
0.618 139.08
0.500 138.90
0.382 138.72
LOW 138.12
0.618 137.16
1.000 136.56
1.618 135.60
2.618 134.04
4.250 131.49
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 138.90 140.02
PP 138.78 139.53
S1 138.67 139.04

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

View Archives - Comment on this page... - Back to Index of Symbols