NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 142.65 143.53 0.88 0.6% 136.78
High 142.65 145.08 2.43 1.7% 141.20
Low 142.65 143.52 0.87 0.6% 134.89
Close 142.65 145.22 2.57 1.8% 141.20
Range 0.00 1.56 1.56 6.31
ATR 2.09 2.12 0.02 1.2% 0.00
Volume 683 1,965 1,282 187.7% 2,519
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 149.29 148.81 146.08
R3 147.73 147.25 145.65
R2 146.17 146.17 145.51
R1 145.69 145.69 145.36 145.93
PP 144.61 144.61 144.61 144.73
S1 144.13 144.13 145.08 144.37
S2 143.05 143.05 144.93
S3 141.49 142.57 144.79
S4 139.93 141.01 144.36
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 158.03 155.92 144.67
R3 151.72 149.61 142.94
R2 145.41 145.41 142.36
R1 143.30 143.30 141.78 144.36
PP 139.10 139.10 139.10 139.62
S1 136.99 136.99 140.62 138.05
S2 132.79 132.79 140.04
S3 126.48 130.68 139.46
S4 120.17 124.37 137.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.08 138.25 6.83 4.7% 0.75 0.5% 102% True False 940
10 145.08 134.89 10.19 7.0% 0.51 0.3% 101% True False 841
20 145.08 126.38 18.70 12.9% 0.35 0.2% 101% True False 886
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 0.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151.71
2.618 149.16
1.618 147.60
1.000 146.64
0.618 146.04
HIGH 145.08
0.618 144.48
0.500 144.30
0.382 144.12
LOW 143.52
0.618 142.56
1.000 141.96
1.618 141.00
2.618 139.44
4.250 136.89
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 144.91 144.59
PP 144.61 143.97
S1 144.30 143.34

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

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