NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 132.89 132.25 -0.64 -0.5% 146.10
High 133.50 132.79 -0.71 -0.5% 146.84
Low 131.58 132.00 0.42 0.3% 131.58
Close 131.26 133.59 2.33 1.8% 131.26
Range 1.92 0.79 -1.13 -58.9% 15.26
ATR 3.58 3.43 -0.15 -4.1% 0.00
Volume 5,296 2,895 -2,401 -45.3% 19,958
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 135.16 135.17 134.02
R3 134.37 134.38 133.81
R2 133.58 133.58 133.73
R1 133.59 133.59 133.66 133.59
PP 132.79 132.79 132.79 132.79
S1 132.80 132.80 133.52 132.80
S2 132.00 132.00 133.45
S3 131.21 132.01 133.37
S4 130.42 131.22 133.16
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 182.34 172.06 139.65
R3 167.08 156.80 135.46
R2 151.82 151.82 134.06
R1 141.54 141.54 132.66 139.05
PP 136.56 136.56 136.56 135.32
S1 126.28 126.28 129.86 123.79
S2 121.30 121.30 128.46
S3 106.04 111.02 127.06
S4 90.78 95.76 122.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.84 131.58 15.26 11.4% 3.94 3.0% 13% False False 3,948
10 147.91 131.58 16.33 12.2% 3.42 2.6% 12% False False 3,365
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136.15
2.618 134.86
1.618 134.07
1.000 133.58
0.618 133.28
HIGH 132.79
0.618 132.49
0.500 132.40
0.382 132.30
LOW 132.00
0.618 131.51
1.000 131.21
1.618 130.72
2.618 129.93
4.250 128.64
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 133.19 134.76
PP 132.79 134.37
S1 132.40 133.98

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

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