NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 127.20 125.75 -1.45 -1.1% 132.25
High 127.38 126.62 -0.76 -0.6% 132.79
Low 125.00 125.51 0.51 0.4% 125.00
Close 125.07 126.44 1.37 1.1% 125.07
Range 2.38 1.11 -1.27 -53.4% 7.79
ATR 3.30 3.17 -0.12 -3.8% 0.00
Volume 9,102 2,077 -7,025 -77.2% 22,898
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 129.52 129.09 127.05
R3 128.41 127.98 126.75
R2 127.30 127.30 126.64
R1 126.87 126.87 126.54 127.09
PP 126.19 126.19 126.19 126.30
S1 125.76 125.76 126.34 125.98
S2 125.08 125.08 126.24
S3 123.97 124.65 126.13
S4 122.86 123.54 125.83
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 150.99 145.82 129.35
R3 143.20 138.03 127.21
R2 135.41 135.41 126.50
R1 130.24 130.24 125.78 128.93
PP 127.62 127.62 127.62 126.97
S1 122.45 122.45 124.36 121.14
S2 119.83 119.83 123.64
S3 112.04 114.66 122.93
S4 104.25 106.87 120.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.50 125.00 7.50 5.9% 2.23 1.8% 19% False False 4,416
10 146.84 125.00 21.84 17.3% 3.09 2.4% 7% False False 4,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131.34
2.618 129.53
1.618 128.42
1.000 127.73
0.618 127.31
HIGH 126.62
0.618 126.20
0.500 126.07
0.382 125.93
LOW 125.51
0.618 124.82
1.000 124.40
1.618 123.71
2.618 122.60
4.250 120.79
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 126.32 126.36
PP 126.19 126.27
S1 126.07 126.19

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

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