NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 128.36 137.75 9.39 7.3% 127.50
High 138.61 138.13 -0.48 -0.3% 138.61
Low 128.33 133.31 4.98 3.9% 122.32
Close 138.40 134.76 -3.64 -2.6% 138.40
Range 10.28 4.82 -5.46 -53.1% 16.29
ATR 4.27 4.33 0.06 1.4% 0.00
Volume 19,862 52,307 32,445 163.4% 108,172
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 149.86 147.13 137.41
R3 145.04 142.31 136.09
R2 140.22 140.22 135.64
R1 137.49 137.49 135.20 136.45
PP 135.40 135.40 135.40 134.88
S1 132.67 132.67 134.32 131.63
S2 130.58 130.58 133.88
S3 125.76 127.85 133.43
S4 120.94 123.03 132.11
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 181.98 176.48 147.36
R3 165.69 160.19 142.88
R2 149.40 149.40 141.39
R1 143.90 143.90 139.89 146.65
PP 133.11 133.11 133.11 134.49
S1 127.61 127.61 136.91 130.36
S2 116.82 116.82 135.41
S3 100.53 111.32 133.92
S4 84.24 95.03 129.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.61 122.32 16.29 12.1% 5.72 4.2% 76% False False 26,298
10 138.61 122.32 16.29 12.1% 5.08 3.8% 76% False False 25,792
20 138.61 120.30 18.31 13.6% 4.28 3.2% 79% False False 20,503
40 138.61 107.01 31.60 23.4% 3.54 2.6% 88% False False 13,186
60 138.61 96.67 41.94 31.1% 3.11 2.3% 91% False False 10,397
80 138.61 93.39 45.22 33.6% 2.71 2.0% 91% False False 8,340
100 138.61 84.60 54.01 40.1% 2.40 1.8% 93% False False 6,887
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 1.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 158.62
2.618 150.75
1.618 145.93
1.000 142.95
0.618 141.11
HIGH 138.13
0.618 136.29
0.500 135.72
0.382 135.15
LOW 133.31
0.618 130.33
1.000 128.49
1.618 125.51
2.618 120.69
4.250 112.83
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 135.72 133.33
PP 135.40 131.90
S1 135.08 130.47

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

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