NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 136.54 136.97 0.43 0.3% 137.97
High 137.46 137.08 -0.38 -0.3% 138.30
Low 131.55 133.46 1.91 1.5% 130.80
Close 136.74 134.86 -1.88 -1.4% 134.86
Range 5.91 3.62 -2.29 -38.7% 7.50
ATR 5.11 5.00 -0.11 -2.1% 0.00
Volume 374,434 418,094 43,660 11.7% 2,044,192
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 145.99 144.05 136.85
R3 142.37 140.43 135.86
R2 138.75 138.75 135.52
R1 136.81 136.81 135.19 135.97
PP 135.13 135.13 135.13 134.72
S1 133.19 133.19 134.53 132.35
S2 131.51 131.51 134.20
S3 127.89 129.57 133.86
S4 124.27 125.95 132.87
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.15 153.51 138.99
R3 149.65 146.01 136.92
R2 142.15 142.15 136.24
R1 138.51 138.51 135.55 136.58
PP 134.65 134.65 134.65 133.69
S1 131.01 131.01 134.17 129.08
S2 127.15 127.15 133.49
S3 119.65 123.51 132.80
S4 112.15 116.01 130.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.30 130.80 7.50 5.6% 5.78 4.3% 54% False False 408,838
10 139.12 121.61 17.51 13.0% 5.85 4.3% 76% False False 362,837
20 139.12 121.61 17.51 13.0% 5.08 3.8% 76% False False 353,262
40 139.12 109.59 29.53 21.9% 4.27 3.2% 86% False False 232,532
60 139.12 98.50 40.62 30.1% 3.86 2.9% 90% False False 168,506
80 139.12 96.28 42.84 31.8% 3.73 2.8% 90% False False 130,821
100 139.12 85.90 53.22 39.5% 3.41 2.5% 92% False False 106,124
120 139.12 85.17 53.95 40.0% 3.11 2.3% 92% False False 89,122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.88
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 152.47
2.618 146.56
1.618 142.94
1.000 140.70
0.618 139.32
HIGH 137.08
0.618 135.70
0.500 135.27
0.382 134.84
LOW 133.46
0.618 131.22
1.000 129.84
1.618 127.60
2.618 123.98
4.250 118.08
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 135.27 134.85
PP 135.13 134.84
S1 135.00 134.83

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

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