NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 148.00 145.95 -2.05 -1.4% 141.91
High 148.17 146.93 -1.24 -0.8% 148.17
Low 146.09 145.95 -0.14 -0.1% 138.12
Close 146.54 146.93 0.39 0.3% 146.54
Range 2.08 0.98 -1.10 -52.9% 10.05
ATR 2.75 2.62 -0.13 -4.6% 0.00
Volume 1,560 1,588 28 1.8% 9,018
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 149.54 149.22 147.47
R3 148.56 148.24 147.20
R2 147.58 147.58 147.11
R1 147.26 147.26 147.02 147.42
PP 146.60 146.60 146.60 146.69
S1 146.28 146.28 146.84 146.44
S2 145.62 145.62 146.75
S3 144.64 145.30 146.66
S4 143.66 144.32 146.39
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 174.43 170.53 152.07
R3 164.38 160.48 149.30
R2 154.33 154.33 148.38
R1 150.43 150.43 147.46 152.38
PP 144.28 144.28 144.28 145.25
S1 140.38 140.38 145.62 142.33
S2 134.23 134.23 144.70
S3 124.18 130.33 143.78
S4 114.13 120.28 141.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.17 138.12 10.05 6.8% 2.37 1.6% 88% False False 1,951
10 148.17 138.12 10.05 6.8% 1.38 0.9% 88% False False 1,720
20 148.17 134.00 14.17 9.6% 1.42 1.0% 91% False False 1,128
40 148.17 122.85 25.32 17.2% 1.24 0.8% 95% False False 1,032
60 148.17 108.15 40.02 27.2% 1.04 0.7% 97% False False 862
80 148.17 95.99 52.18 35.5% 0.78 0.5% 98% False False 730
100 148.17 95.56 52.61 35.8% 0.65 0.4% 98% False False 700
120 148.17 86.06 62.11 42.3% 0.56 0.4% 98% False False 606
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.03
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 151.10
2.618 149.50
1.618 148.52
1.000 147.91
0.618 147.54
HIGH 146.93
0.618 146.56
0.500 146.44
0.382 146.32
LOW 145.95
0.618 145.34
1.000 144.97
1.618 144.36
2.618 143.38
4.250 141.79
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 146.77 145.68
PP 146.60 144.43
S1 146.44 143.19

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

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