NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 135.51 134.64 -0.87 -0.6% 137.75
High 136.66 137.83 1.17 0.9% 138.88
Low 133.70 133.27 -0.43 -0.3% 131.70
Close 135.33 137.67 2.34 1.7% 135.97
Range 2.96 4.56 1.60 54.1% 7.18
ATR 4.56 4.56 0.00 0.0% 0.00
Volume 33,363 17,860 -15,503 -46.5% 168,004
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 149.94 148.36 140.18
R3 145.38 143.80 138.92
R2 140.82 140.82 138.51
R1 139.24 139.24 138.09 140.03
PP 136.26 136.26 136.26 136.65
S1 134.68 134.68 137.25 135.47
S2 131.70 131.70 136.83
S3 127.14 130.12 136.42
S4 122.58 125.56 135.16
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.06 153.69 139.92
R3 149.88 146.51 137.94
R2 142.70 142.70 137.29
R1 139.33 139.33 136.63 137.43
PP 135.52 135.52 135.52 134.56
S1 132.15 132.15 135.31 130.25
S2 128.34 128.34 134.65
S3 121.16 124.97 134.00
S4 113.98 117.79 132.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.13 132.93 7.20 5.2% 4.40 3.2% 66% False False 27,436
10 140.13 122.32 17.81 12.9% 5.69 4.1% 86% False False 28,566
20 140.13 122.32 17.81 12.9% 4.99 3.6% 86% False False 26,952
40 140.13 108.00 32.13 23.3% 4.04 2.9% 92% False False 17,396
60 140.13 97.48 42.65 31.0% 3.43 2.5% 94% False False 13,134
80 140.13 96.67 43.46 31.6% 3.05 2.2% 94% False False 10,624
100 140.13 86.34 53.79 39.1% 2.69 2.0% 95% False False 8,684
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 0.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.21
2.618 149.77
1.618 145.21
1.000 142.39
0.618 140.65
HIGH 137.83
0.618 136.09
0.500 135.55
0.382 135.01
LOW 133.27
0.618 130.45
1.000 128.71
1.618 125.89
2.618 121.33
4.250 113.89
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 136.96 137.35
PP 136.26 137.02
S1 135.55 136.70

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

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