NYMEX Light Sweet Crude Oil Future December 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 137.73 135.62 -2.11 -1.5% 135.99
High 138.30 141.23 2.93 2.1% 140.71
Low 133.10 134.86 1.76 1.3% 132.90
Close 135.62 140.62 5.00 3.7% 135.66
Range 5.20 6.37 1.17 22.5% 7.81
ATR 4.50 4.64 0.13 3.0% 0.00
Volume 24,318 44,493 20,175 83.0% 175,393
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 158.01 155.69 144.12
R3 151.64 149.32 142.37
R2 145.27 145.27 141.79
R1 142.95 142.95 141.20 144.11
PP 138.90 138.90 138.90 139.49
S1 136.58 136.58 140.04 137.74
S2 132.53 132.53 139.45
S3 126.16 130.21 138.87
S4 119.79 123.84 137.12
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 159.85 155.57 139.96
R3 152.04 147.76 137.81
R2 144.23 144.23 137.09
R1 139.95 139.95 136.38 138.19
PP 136.42 136.42 136.42 135.54
S1 132.14 132.14 134.94 130.38
S2 128.61 128.61 134.23
S3 120.80 124.33 133.51
S4 112.99 116.52 131.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 141.23 132.90 8.33 5.9% 4.55 3.2% 93% True False 29,947
10 141.23 132.90 8.33 5.9% 4.46 3.2% 93% True False 33,284
20 141.23 122.37 18.86 13.4% 4.91 3.5% 97% True False 38,309
40 141.23 107.00 34.23 24.3% 4.44 3.2% 98% True False 38,487
60 141.23 99.58 41.65 29.6% 3.80 2.7% 99% True False 32,258
80 141.23 95.83 45.40 32.3% 3.65 2.6% 99% True False 30,946
100 141.23 85.60 55.63 39.6% 3.37 2.4% 99% True False 28,531
120 141.23 83.90 57.33 40.8% 3.14 2.2% 99% True False 26,502
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 0.81
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 168.30
2.618 157.91
1.618 151.54
1.000 147.60
0.618 145.17
HIGH 141.23
0.618 138.80
0.500 138.05
0.382 137.29
LOW 134.86
0.618 130.92
1.000 128.49
1.618 124.55
2.618 118.18
4.250 107.79
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 139.76 139.47
PP 138.90 138.32
S1 138.05 137.17

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

View Archives - Comment on this page... - Back to Index of Symbols