NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 136.78 138.14 1.36 1.0% 136.62
High 136.78 138.14 1.36 1.0% 137.49
Low 136.78 138.14 1.36 1.0% 135.10
Close 136.78 137.44 0.66 0.5% 135.21
Range
ATR 2.27 2.21 -0.07 -2.9% 0.00
Volume 728 66 -662 -90.9% 5,812
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 137.91 137.67 137.44
R3 137.91 137.67 137.44
R2 137.91 137.91 137.44
R1 137.67 137.67 137.44 137.79
PP 137.91 137.91 137.91 137.97
S1 137.67 137.67 137.44 137.79
S2 137.91 137.91 137.44
S3 137.91 137.67 137.44
S4 137.91 137.67 137.44
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 143.10 141.55 136.52
R3 140.71 139.16 135.87
R2 138.32 138.32 135.65
R1 136.77 136.77 135.43 136.35
PP 135.93 135.93 135.93 135.73
S1 134.38 134.38 134.99 133.96
S2 133.54 133.54 134.77
S3 131.15 131.99 134.55
S4 128.76 129.60 133.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.14 135.10 3.04 2.2% 0.25 0.2% 77% True False 797
10 138.14 135.10 3.04 2.2% 0.17 0.1% 77% True False 1,036
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 138.14
2.618 138.14
1.618 138.14
1.000 138.14
0.618 138.14
HIGH 138.14
0.618 138.14
0.500 138.14
0.382 138.14
LOW 138.14
0.618 138.14
1.000 138.14
1.618 138.14
2.618 138.14
4.250 138.14
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 138.14 137.18
PP 137.91 136.91
S1 137.67 136.65

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

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