NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 129.75 126.13 -3.62 -2.8% 146.10
High 129.90 127.00 -2.90 -2.2% 146.84
Low 126.50 126.10 -0.40 -0.3% 131.58
Close 126.73 126.87 0.14 0.1% 131.26
Range 3.40 0.90 -2.50 -73.5% 15.26
ATR 3.56 3.37 -0.19 -5.3% 0.00
Volume 3,667 5,237 1,570 42.8% 19,958
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 129.36 129.01 127.37
R3 128.46 128.11 127.12
R2 127.56 127.56 127.04
R1 127.21 127.21 126.95 127.39
PP 126.66 126.66 126.66 126.74
S1 126.31 126.31 126.79 126.49
S2 125.76 125.76 126.71
S3 124.86 125.41 126.62
S4 123.96 124.51 126.38
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
5 133.50 126.10 7.40 5.8% 2.08 1.6% 10% False True 3,818
10 147.91 126.10 21.81 17.2% 2.99 2.4% 4% False True 3,711
Crabel Price Patterns
NR True
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 True
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130.83
2.618 129.36
1.618 128.46
1.000 127.90
0.618 127.56
HIGH 127.00
0.618 126.66
0.500 126.55
0.382 126.44
LOW 126.10
0.618 125.54
1.000 125.20
1.618 124.64
2.618 123.74
4.250 122.28
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 126.76 129.30
PP 126.66 128.49
S1 126.55 127.68

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

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