NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 140.01 142.09 2.08 1.5% 135.09
High 144.05 144.82 0.77 0.5% 144.05
Low 139.96 140.81 0.85 0.6% 133.10
Close 141.32 141.45 0.13 0.1% 141.32
Range 4.09 4.01 -0.08 -2.0% 10.95
ATR 4.60 4.56 -0.04 -0.9% 0.00
Volume 34,555 35,810 1,255 3.6% 147,330
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 154.39 151.93 143.66
R3 150.38 147.92 142.55
R2 146.37 146.37 142.19
R1 143.91 143.91 141.82 143.14
PP 142.36 142.36 142.36 141.97
S1 139.90 139.90 141.08 139.13
S2 138.35 138.35 140.71
S3 134.34 135.89 140.35
S4 130.33 131.88 139.24
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 172.34 167.78 147.34
R3 161.39 156.83 144.33
R2 150.44 150.44 143.33
R1 145.88 145.88 142.32 148.16
PP 139.49 139.49 139.49 140.63
S1 134.93 134.93 140.32 137.21
S2 128.54 128.54 139.31
S3 117.59 123.98 138.31
S4 106.64 113.03 135.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 144.82 133.10 11.72 8.3% 4.42 3.1% 71% True False 31,613
10 144.82 132.90 11.92 8.4% 4.35 3.1% 72% True False 32,674
20 144.82 122.37 22.45 15.9% 4.95 3.5% 85% True False 38,269
40 144.82 112.70 32.12 22.7% 4.41 3.1% 90% True False 38,913
60 144.82 102.15 42.67 30.2% 3.86 2.7% 92% True False 32,657
80 144.82 95.83 48.99 34.6% 3.67 2.6% 93% True False 30,912
100 144.82 87.50 57.32 40.5% 3.41 2.4% 94% True False 28,814
120 144.82 83.90 60.92 43.1% 3.18 2.2% 94% True False 26,890
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 161.86
2.618 155.32
1.618 151.31
1.000 148.83
0.618 147.30
HIGH 144.82
0.618 143.29
0.500 142.82
0.382 142.34
LOW 140.81
0.618 138.33
1.000 136.80
1.618 134.32
2.618 130.31
4.250 123.77
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 142.82 140.91
PP 142.36 140.38
S1 141.91 139.84

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

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