NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
04-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 146.66 141.91 -4.75 -3.2% 141.72
High 146.66 141.91 -4.75 -3.2% 146.66
Low 146.66 141.90 -4.76 -3.2% 141.72
Close 146.79 143.48 -3.31 -2.3% 146.79
Range 0.00 0.01 0.01 4.94
ATR 2.06 2.27 0.20 9.8% 0.00
Volume 1,800 847 -953 -52.9% 7,438
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 142.46 142.98 143.49
R3 142.45 142.97 143.48
R2 142.44 142.44 143.48
R1 142.96 142.96 143.48 142.70
PP 142.43 142.43 142.43 142.30
S1 142.95 142.95 143.48 142.69
S2 142.42 142.42 143.48
S3 142.41 142.94 143.48
S4 142.40 142.93 143.47
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.88 158.27 149.51
R3 154.94 153.33 148.15
R2 150.00 150.00 147.70
R1 148.39 148.39 147.24 149.20
PP 145.06 145.06 145.06 145.46
S1 143.45 143.45 146.34 144.26
S2 140.12 140.12 145.88
S3 135.18 138.51 145.43
S4 130.24 133.57 144.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.66 141.90 4.76 3.3% 0.38 0.3% 33% False True 1,489
10 146.66 135.10 11.56 8.1% 1.07 0.7% 72% False False 992
20 146.66 131.75 14.91 10.4% 0.99 0.7% 79% False False 980
40 146.66 121.78 24.88 17.3% 1.07 0.7% 87% False False 887
60 146.66 106.34 40.32 28.1% 0.84 0.6% 92% False False 747
80 146.66 95.99 50.67 35.3% 0.65 0.5% 94% False False 658
100 146.66 92.10 54.56 38.0% 0.54 0.4% 94% False False 613
120 146.66 84.00 62.66 43.7% 0.47 0.3% 95% False False 541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 141.95
2.618 141.94
1.618 141.93
1.000 141.92
0.618 141.92
HIGH 141.91
0.618 141.91
0.500 141.91
0.382 141.90
LOW 141.90
0.618 141.89
1.000 141.89
1.618 141.88
2.618 141.87
4.250 141.86
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 142.96 144.28
PP 142.43 144.01
S1 141.91 143.75

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

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