NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 142.55 141.43 -1.12 -0.8% 135.86
High 144.00 144.45 0.45 0.3% 143.88
Low 141.00 141.33 0.33 0.2% 133.09
Close 141.24 142.28 1.04 0.7% 141.24
Range 3.00 3.12 0.12 4.0% 10.79
ATR 4.12 4.05 -0.06 -1.6% 0.00
Volume 17,917 9,747 -8,170 -45.6% 61,480
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 152.05 150.28 144.00
R3 148.93 147.16 143.14
R2 145.81 145.81 142.85
R1 144.04 144.04 142.57 144.93
PP 142.69 142.69 142.69 143.13
S1 140.92 140.92 141.99 141.81
S2 139.57 139.57 141.71
S3 136.45 137.80 141.42
S4 133.33 134.68 140.56
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 171.77 167.30 147.17
R3 160.98 156.51 144.21
R2 150.19 150.19 143.22
R1 145.72 145.72 142.23 147.96
PP 139.40 139.40 139.40 140.52
S1 134.93 134.93 140.25 137.17
S2 128.61 128.61 139.26
S3 117.82 124.14 138.27
S4 107.03 113.35 135.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.45 133.09 11.36 8.0% 4.26 3.0% 81% True False 13,370
10 144.45 132.87 11.58 8.1% 4.02 2.8% 81% True False 13,308
20 144.45 122.40 22.05 15.5% 4.53 3.2% 90% True False 14,897
40 144.45 117.19 27.26 19.2% 3.87 2.7% 92% True False 11,845
60 144.45 104.51 39.94 28.1% 3.11 2.2% 95% True False 8,809
80 144.45 96.27 48.18 33.9% 2.70 1.9% 95% True False 7,193
100 144.45 89.80 54.65 38.4% 2.40 1.7% 96% True False 5,987
120 144.45 85.48 58.97 41.4% 2.12 1.5% 96% True False 5,087
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.71
2.618 152.62
1.618 149.50
1.000 147.57
0.618 146.38
HIGH 144.45
0.618 143.26
0.500 142.89
0.382 142.52
LOW 141.33
0.618 139.40
1.000 138.21
1.618 136.28
2.618 133.16
4.250 128.07
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 142.89 142.25
PP 142.69 142.21
S1 142.48 142.18

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

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