NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 04-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 04-Jul-2008 Change Change % Previous Week
Open 145.47 146.36 0.89 0.6% 142.55
High 146.85 146.50 -0.35 -0.2% 146.85
Low 144.50 145.07 0.57 0.4% 141.00
Close 146.31 145.09 -1.22 -0.8% 145.09
Range 2.35 1.43 -0.92 -39.1% 5.85
ATR 3.91 3.73 -0.18 -4.5% 0.00
Volume 14,276 14,276 0 0.0% 72,048
Daily Pivots for day following 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 149.84 148.90 145.88
R3 148.41 147.47 145.48
R2 146.98 146.98 145.35
R1 146.04 146.04 145.22 145.80
PP 145.55 145.55 145.55 145.43
S1 144.61 144.61 144.96 144.37
S2 144.12 144.12 144.83
S3 142.69 143.18 144.70
S4 141.26 141.75 144.30
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 161.86 159.33 148.31
R3 156.01 153.48 146.70
R2 150.16 150.16 146.16
R1 147.63 147.63 145.63 148.90
PP 144.31 144.31 144.31 144.95
S1 141.78 141.78 144.55 143.05
S2 138.46 138.46 144.02
S3 132.61 135.93 143.48
S4 126.76 130.08 141.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.85 141.00 5.85 4.0% 2.72 1.9% 70% False False 14,409
10 146.85 133.09 13.76 9.5% 3.39 2.3% 87% False False 13,352
20 146.85 132.06 14.79 10.2% 3.96 2.7% 88% False False 15,159
40 146.85 121.15 25.70 17.7% 3.85 2.7% 93% False False 12,704
60 146.85 105.95 40.90 28.2% 3.18 2.2% 96% False False 9,409
80 146.85 96.27 50.58 34.9% 2.76 1.9% 97% False False 7,659
100 146.85 93.04 53.81 37.1% 2.43 1.7% 97% False False 6,408
120 146.85 85.48 61.37 42.3% 2.17 1.5% 97% False False 5,433
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 152.58
2.618 150.24
1.618 148.81
1.000 147.93
0.618 147.38
HIGH 146.50
0.618 145.95
0.500 145.79
0.382 145.62
LOW 145.07
0.618 144.19
1.000 143.64
1.618 142.76
2.618 141.33
4.250 138.99
Fisher Pivots for day following 04-Jul-2008
Pivot 1 day 3 day
R1 145.79 144.82
PP 145.55 144.54
S1 145.32 144.27

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

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