NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 137.75 135.31 -2.44 -1.8% 127.50
High 138.13 138.25 0.12 0.1% 138.61
Low 133.31 131.70 -1.61 -1.2% 122.32
Close 134.76 132.17 -2.59 -1.9% 138.40
Range 4.82 6.55 1.73 35.9% 16.29
ATR 4.33 4.49 0.16 3.7% 0.00
Volume 52,307 23,881 -28,426 -54.3% 108,172
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 153.69 149.48 135.77
R3 147.14 142.93 133.97
R2 140.59 140.59 133.37
R1 136.38 136.38 132.77 135.21
PP 134.04 134.04 134.04 133.46
S1 129.83 129.83 131.57 128.66
S2 127.49 127.49 130.97
S3 120.94 123.28 130.37
S4 114.39 116.73 128.57
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 12.3% 6.27 4.7% 60% False False 28,103
10 138.61 122.32 16.29 12.3% 5.26 4.0% 60% False False 25,076
20 138.61 120.30 18.31 13.9% 4.48 3.4% 65% False False 21,118
40 138.61 107.24 31.37 23.7% 3.67 2.8% 79% False False 13,733
60 138.61 96.67 41.94 31.7% 3.22 2.4% 85% False False 10,748
80 138.61 93.39 45.22 34.2% 2.78 2.1% 86% False False 8,630
100 138.61 84.60 54.01 40.9% 2.45 1.9% 88% False False 7,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.09
2.618 155.40
1.618 148.85
1.000 144.80
0.618 142.30
HIGH 138.25
0.618 135.75
0.500 134.98
0.382 134.20
LOW 131.70
0.618 127.65
1.000 125.15
1.618 121.10
2.618 114.55
4.250 103.86
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 134.98 133.47
PP 134.04 133.04
S1 133.11 132.60

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

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