NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 140.30 141.00 0.70 0.5% 136.77
High 140.30 141.00 0.70 0.5% 141.00
Low 140.30 141.00 0.70 0.5% 134.00
Close 140.30 141.04 0.74 0.5% 141.04
Range
ATR 2.68 2.54 -0.14 -5.3% 0.00
Volume 154 120 -34 -22.1% 1,203
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 141.01 141.03 141.04
R3 141.01 141.03 141.04
R2 141.01 141.01 141.04
R1 141.03 141.03 141.04 141.02
PP 141.01 141.01 141.01 141.01
S1 141.03 141.03 141.04 141.02
S2 141.01 141.01 141.04
S3 141.01 141.03 141.04
S4 141.01 141.03 141.04
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 159.68 157.36 144.89
R3 152.68 150.36 142.97
R2 145.68 145.68 142.32
R1 143.36 143.36 141.68 144.52
PP 138.68 138.68 138.68 139.26
S1 136.36 136.36 140.40 137.52
S2 131.68 131.68 139.76
S3 124.68 129.36 139.12
S4 117.68 122.36 137.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.00 134.00 7.00 5.0% 0.03 0.0% 101% True False 240
10 141.00 133.14 7.86 5.6% 0.02 0.0% 101% True False 280
20 141.00 122.70 18.30 13.0% 0.23 0.2% 100% True False 324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Fibonacci Retracements and Extensions
4.250 141.00
2.618 141.00
1.618 141.00
1.000 141.00
0.618 141.00
HIGH 141.00
0.618 141.00
0.500 141.00
0.382 141.00
LOW 141.00
0.618 141.00
1.000 141.00
1.618 141.00
2.618 141.00
4.250 141.00
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 141.03 139.86
PP 141.01 138.68
S1 141.00 137.50

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

View Archives - Comment on this page... - Back to Index of Symbols