NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 137.56 135.46 -2.10 -1.5% 135.24
High 138.20 140.89 2.69 1.9% 140.11
Low 133.09 134.80 1.71 1.3% 132.87
Close 135.52 140.57 5.05 3.7% 135.71
Range 5.11 6.09 0.98 19.2% 7.24
ATR 4.07 4.22 0.14 3.5% 0.00
Volume 11,053 12,796 1,743 15.8% 71,521
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.02 154.89 143.92
R3 150.93 148.80 142.24
R2 144.84 144.84 141.69
R1 142.71 142.71 141.13 143.78
PP 138.75 138.75 138.75 139.29
S1 136.62 136.62 140.01 137.69
S2 132.66 132.66 139.45
S3 126.57 130.53 138.90
S4 120.48 124.44 137.22
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
5 140.89 132.87 8.02 5.7% 4.17 3.0% 96% True False 12,520
10 140.89 132.87 8.02 5.7% 4.06 2.9% 96% True False 13,136
20 140.89 122.40 18.49 13.2% 4.47 3.2% 98% True False 14,249
40 140.89 107.60 33.29 23.7% 3.84 2.7% 99% True False 11,103
60 140.89 100.04 40.85 29.1% 2.98 2.1% 99% True False 8,200
80 140.89 96.27 44.62 31.7% 2.63 1.9% 99% True False 6,775
100 140.89 86.22 54.67 38.9% 2.34 1.7% 99% True False 5,583
120 140.89 85.48 55.41 39.4% 2.05 1.5% 99% True False 4,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 166.77
2.618 156.83
1.618 150.74
1.000 146.98
0.618 144.65
HIGH 140.89
0.618 138.56
0.500 137.85
0.382 137.13
LOW 134.80
0.618 131.04
1.000 128.71
1.618 124.95
2.618 118.86
4.250 108.92
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 139.66 139.38
PP 138.75 138.18
S1 137.85 136.99

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

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