NYMEX Light Sweet Crude Oil Future March 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 143.90 146.30 2.40 1.7% 143.57
High 148.35 146.60 -1.75 -1.2% 148.35
Low 143.90 140.60 -3.30 -2.3% 138.30
Close 146.54 146.94 0.40 0.3% 146.54
Range 4.45 6.00 1.55 34.8% 10.05
ATR 2.39 2.65 0.26 10.8% 0.00
Volume 1,811 1,307 -504 -27.8% 9,232
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 162.71 160.83 150.24
R3 156.71 154.83 148.59
R2 150.71 150.71 148.04
R1 148.83 148.83 147.49 149.77
PP 144.71 144.71 144.71 145.19
S1 142.83 142.83 146.39 143.77
S2 138.71 138.71 145.84
S3 132.71 136.83 145.29
S4 126.71 130.83 143.64
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 6.8% 2.84 1.9% 86% False False 1,904
10 148.35 138.30 10.05 6.8% 1.57 1.1% 86% False False 1,468
20 148.35 134.89 13.46 9.2% 0.97 0.7% 90% False False 1,084
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 0.06
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 172.10
2.618 162.31
1.618 156.31
1.000 152.60
0.618 150.31
HIGH 146.60
0.618 144.31
0.500 143.60
0.382 142.89
LOW 140.60
0.618 136.89
1.000 134.60
1.618 130.89
2.618 124.89
4.250 115.10
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 145.83 145.95
PP 144.71 144.96
S1 143.60 143.98

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

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