NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 135.15 137.50 2.35 1.7% 136.75
High 137.88 138.61 0.73 0.5% 139.04
Low 133.75 133.05 -0.70 -0.5% 131.72
Close 137.78 133.50 -4.28 -3.1% 136.06
Range 4.13 5.56 1.43 34.6% 7.32
ATR 4.58 4.65 0.07 1.5% 0.00
Volume 30,429 43,198 12,769 42.0% 259,690
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 151.73 148.18 136.56
R3 146.17 142.62 135.03
R2 140.61 140.61 134.52
R1 137.06 137.06 134.01 136.06
PP 135.05 135.05 135.05 134.55
S1 131.50 131.50 132.99 130.50
S2 129.49 129.49 132.48
S3 123.93 125.94 131.97
S4 118.37 120.38 130.44
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.57 154.13 140.09
R3 150.25 146.81 138.07
R2 142.93 142.93 137.40
R1 139.49 139.49 136.73 137.55
PP 135.61 135.61 135.61 134.64
S1 132.17 132.17 135.39 130.23
S2 128.29 128.29 134.72
S3 120.97 124.85 134.05
S4 113.65 117.53 132.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.71 133.05 7.66 5.7% 4.36 3.3% 6% False True 36,621
10 140.71 128.00 12.71 9.5% 5.53 4.1% 43% False False 44,442
20 140.71 122.37 18.34 13.7% 4.99 3.7% 61% False False 44,918
40 140.71 107.00 33.71 25.3% 4.27 3.2% 79% False False 37,352
60 140.71 96.62 44.09 33.0% 3.70 2.8% 84% False False 31,517
80 140.71 95.83 44.88 33.6% 3.53 2.6% 84% False False 30,406
100 140.71 85.60 55.11 41.3% 3.24 2.4% 87% False False 27,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 162.24
2.618 153.17
1.618 147.61
1.000 144.17
0.618 142.05
HIGH 138.61
0.618 136.49
0.500 135.83
0.382 135.17
LOW 133.05
0.618 129.61
1.000 127.49
1.618 124.05
2.618 118.49
4.250 109.42
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 135.83 135.83
PP 135.05 135.05
S1 134.28 134.28

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

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