NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 146.30 147.14 0.84 0.6% 143.57
High 146.60 147.14 0.54 0.4% 148.35
Low 140.60 140.10 -0.50 -0.4% 138.30
Close 146.94 141.06 -5.88 -4.0% 146.54
Range 6.00 7.04 1.04 17.3% 10.05
ATR 2.65 2.96 0.31 11.9% 0.00
Volume 1,307 841 -466 -35.7% 9,232
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.89 159.51 144.93
R3 156.85 152.47 143.00
R2 149.81 149.81 142.35
R1 145.43 145.43 141.71 144.10
PP 142.77 142.77 142.77 142.10
S1 138.39 138.39 140.41 137.06
S2 135.73 135.73 139.77
S3 128.69 131.35 139.12
S4 121.65 124.31 137.19
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 174.55 170.59 152.07
R3 164.50 160.54 149.30
R2 154.45 154.45 148.38
R1 150.49 150.49 147.46 152.47
PP 144.40 144.40 144.40 145.39
S1 140.44 140.44 145.62 142.42
S2 134.35 134.35 144.70
S3 124.30 130.39 143.78
S4 114.25 120.34 141.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.35 138.30 10.05 7.1% 4.23 3.0% 27% False False 1,502
10 148.35 138.30 10.05 7.1% 2.28 1.6% 27% False False 1,484
20 148.35 134.89 13.46 9.5% 1.31 0.9% 46% False False 1,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 177.06
2.618 165.57
1.618 158.53
1.000 154.18
0.618 151.49
HIGH 147.14
0.618 144.45
0.500 143.62
0.382 142.79
LOW 140.10
0.618 135.75
1.000 133.06
1.618 128.71
2.618 121.67
4.250 110.18
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 143.62 144.23
PP 142.77 143.17
S1 141.91 142.12

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

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