NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 135.03 136.77 1.74 1.3% 136.52
High 135.03 136.82 1.79 1.3% 137.00
Low 135.03 136.77 1.74 1.3% 133.14
Close 135.03 136.60 1.57 1.2% 135.03
Range 0.00 0.05 0.05 3.86
ATR 2.58 2.52 -0.06 -2.2% 0.00
Volume 259 56 -203 -78.4% 1,603
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 136.88 136.79 136.63
R3 136.83 136.74 136.61
R2 136.78 136.78 136.61
R1 136.69 136.69 136.60 136.71
PP 136.73 136.73 136.73 136.74
S1 136.64 136.64 136.60 136.66
S2 136.68 136.68 136.59
S3 136.63 136.59 136.59
S4 136.58 136.54 136.57
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 146.64 144.69 137.15
R3 142.78 140.83 136.09
R2 138.92 138.92 135.74
R1 136.97 136.97 135.38 136.02
PP 135.06 135.06 135.06 134.58
S1 133.11 133.11 134.68 132.16
S2 131.20 131.20 134.32
S3 127.34 129.25 133.97
S4 123.48 125.39 132.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.00 133.14 3.86 2.8% 0.01 0.0% 90% False False 292
10 137.00 131.37 5.63 4.1% 0.01 0.0% 93% False False 296
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 0.00
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 137.03
2.618 136.95
1.618 136.90
1.000 136.87
0.618 136.85
HIGH 136.82
0.618 136.80
0.500 136.80
0.382 136.79
LOW 136.77
0.618 136.74
1.000 136.72
1.618 136.69
2.618 136.64
4.250 136.56
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 136.80 136.06
PP 136.73 135.52
S1 136.67 134.98

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

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