NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 133.12 135.86 2.74 2.1% 135.24
High 137.37 138.51 1.14 0.8% 140.11
Low 132.87 135.39 2.52 1.9% 132.87
Close 135.71 137.28 1.57 1.2% 135.71
Range 4.50 3.12 -1.38 -30.7% 7.24
ATR 4.23 4.15 -0.08 -1.9% 0.00
Volume 16,457 13,987 -2,470 -15.0% 71,521
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 146.42 144.97 139.00
R3 143.30 141.85 138.14
R2 140.18 140.18 137.85
R1 138.73 138.73 137.57 139.46
PP 137.06 137.06 137.06 137.42
S1 135.61 135.61 136.99 136.34
S2 133.94 133.94 136.71
S3 130.82 132.49 136.42
S4 127.70 129.37 135.56
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.95 154.07 139.69
R3 150.71 146.83 137.70
R2 143.47 143.47 137.04
R1 139.59 139.59 136.37 141.53
PP 136.23 136.23 136.23 137.20
S1 132.35 132.35 135.05 134.29
S2 128.99 128.99 134.38
S3 121.75 125.11 133.72
S4 114.51 117.87 131.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.58 132.87 5.71 4.2% 3.80 2.8% 77% False False 14,388
10 140.11 132.06 8.05 5.9% 4.45 3.2% 65% False False 14,860
20 140.11 122.40 17.71 12.9% 4.56 3.3% 84% False False 14,574
40 140.11 107.60 32.51 23.7% 3.68 2.7% 91% False False 10,519
60 140.11 98.15 41.96 30.6% 2.86 2.1% 93% False False 7,792
80 140.11 96.27 43.84 31.9% 2.53 1.8% 94% False False 6,404
100 140.11 86.22 53.89 39.3% 2.22 1.6% 95% False False 5,276
120 140.11 85.48 54.63 39.8% 1.97 1.4% 95% False False 4,476
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.68
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151.77
2.618 146.68
1.618 143.56
1.000 141.63
0.618 140.44
HIGH 138.51
0.618 137.32
0.500 136.95
0.382 136.58
LOW 135.39
0.618 133.46
1.000 132.27
1.618 130.34
2.618 127.22
4.250 122.13
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 137.17 136.76
PP 137.06 136.24
S1 136.95 135.73

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

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