NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 135.32 132.35 -2.97 -2.2% 127.11
High 137.75 139.14 1.39 1.0% 138.28
Low 132.06 132.35 0.29 0.2% 122.40
Close 132.16 137.51 5.35 4.0% 138.15
Range 5.69 6.79 1.10 19.3% 15.88
ATR 4.04 4.25 0.21 5.2% 0.00
Volume 15,087 19,743 4,656 30.9% 56,302
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.70 153.90 141.24
R3 149.91 147.11 139.38
R2 143.12 143.12 138.75
R1 140.32 140.32 138.13 141.72
PP 136.33 136.33 136.33 137.04
S1 133.53 133.53 136.89 134.93
S2 129.54 129.54 136.27
S3 122.75 126.74 135.64
S4 115.96 119.95 133.78
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 180.58 175.25 146.88
R3 164.70 159.37 142.52
R2 148.82 148.82 141.06
R1 143.49 143.49 139.61 146.16
PP 132.94 132.94 132.94 134.28
S1 127.61 127.61 136.69 130.28
S2 117.06 117.06 135.24
S3 101.18 111.73 133.78
S4 85.30 95.85 129.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.14 122.40 16.74 12.2% 6.46 4.7% 90% True False 18,905
10 139.14 122.40 16.74 12.2% 5.03 3.7% 90% True False 15,409
20 139.14 121.15 17.99 13.1% 4.30 3.1% 91% True False 12,687
40 139.14 107.60 31.54 22.9% 3.13 2.3% 95% True False 8,188
60 139.14 96.27 42.87 31.2% 2.58 1.9% 96% True False 6,220
80 139.14 95.15 43.99 32.0% 2.23 1.6% 96% True False 5,061
100 139.14 85.48 53.66 39.0% 1.94 1.4% 97% True False 4,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 168.00
2.618 156.92
1.618 150.13
1.000 145.93
0.618 143.34
HIGH 139.14
0.618 136.55
0.500 135.75
0.382 134.94
LOW 132.35
0.618 128.15
1.000 125.56
1.618 121.36
2.618 114.57
4.250 103.49
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 136.92 136.87
PP 136.33 136.24
S1 135.75 135.60

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

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