NYMEX Light Sweet Crude Oil Future April 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 136.77 137.94 1.17 0.9% 136.52
High 136.82 138.04 1.22 0.9% 137.00
Low 136.77 137.94 1.17 0.9% 133.14
Close 136.60 137.30 0.70 0.5% 135.03
Range 0.05 0.10 0.05 100.0% 3.86
ATR 2.52 2.45 -0.08 -3.1% 0.00
Volume 56 587 531 948.2% 1,603
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 138.06 137.78 137.36
R3 137.96 137.68 137.33
R2 137.86 137.86 137.32
R1 137.58 137.58 137.31 137.67
PP 137.76 137.76 137.76 137.81
S1 137.48 137.48 137.29 137.57
S2 137.66 137.66 137.28
S3 137.56 137.38 137.27
S4 137.46 137.28 137.25
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
5 138.04 133.14 4.90 3.6% 0.03 0.0% 85% True False 319
10 138.04 133.14 4.90 3.6% 0.02 0.0% 85% True False 314
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 13 trading days
Fibonacci Retracements and Extensions
4.250 138.47
2.618 138.30
1.618 138.20
1.000 138.14
0.618 138.10
HIGH 138.04
0.618 138.00
0.500 137.99
0.382 137.98
LOW 137.94
0.618 137.88
1.000 137.84
1.618 137.78
2.618 137.68
4.250 137.52
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 137.99 137.05
PP 137.76 136.79
S1 137.53 136.54

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

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