NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 139.91 143.90 3.99 2.9% 143.57
High 141.90 148.35 6.45 4.5% 148.35
Low 139.60 143.90 4.30 3.1% 138.30
Close 143.90 146.54 2.64 1.8% 146.54
Range 2.30 4.45 2.15 93.5% 10.05
ATR 2.23 2.39 0.16 7.1% 0.00
Volume 1,439 1,811 372 25.9% 9,232
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.61 157.53 148.99
R3 155.16 153.08 147.76
R2 150.71 150.71 147.36
R1 148.63 148.63 146.95 149.67
PP 146.26 146.26 146.26 146.79
S1 144.18 144.18 146.13 145.22
S2 141.81 141.81 145.72
S3 137.36 139.73 145.32
S4 132.91 135.28 144.09
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 174.55 170.59 152.07
R3 164.50 160.54 149.30
R2 154.45 154.45 148.38
R1 150.49 150.49 147.46 152.47
PP 144.40 144.40 144.40 145.39
S1 140.44 140.44 145.62 142.42
S2 134.35 134.35 144.70
S3 124.30 130.39 143.78
S4 114.25 120.34 141.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.35 138.30 10.05 6.9% 1.64 1.1% 82% True False 1,846
10 148.35 138.30 10.05 6.9% 0.97 0.7% 82% True False 1,404
20 148.35 134.89 13.46 9.2% 0.67 0.5% 87% True False 1,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 167.26
2.618 160.00
1.618 155.55
1.000 152.80
0.618 151.10
HIGH 148.35
0.618 146.65
0.500 146.13
0.382 145.60
LOW 143.90
0.618 141.15
1.000 139.45
1.618 136.70
2.618 132.25
4.250 124.99
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 146.40 145.47
PP 146.26 144.40
S1 146.13 143.33

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

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