NYMEX Light Sweet Crude Oil Future December 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 142.09 141.76 -0.33 -0.2% 135.09
High 144.82 144.70 -0.12 -0.1% 144.05
Low 140.81 141.59 0.78 0.6% 133.10
Close 141.45 142.47 1.02 0.7% 141.32
Range 4.01 3.11 -0.90 -22.4% 10.95
ATR 4.56 4.46 -0.09 -2.0% 0.00
Volume 35,810 32,829 -2,981 -8.3% 147,330
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 152.25 150.47 144.18
R3 149.14 147.36 143.33
R2 146.03 146.03 143.04
R1 144.25 144.25 142.76 145.14
PP 142.92 142.92 142.92 143.37
S1 141.14 141.14 142.18 142.03
S2 139.81 139.81 141.90
S3 136.70 138.03 141.61
S4 133.59 134.92 140.76
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 8.2% 4.56 3.2% 80% False False 34,401
10 144.82 132.90 11.92 8.4% 4.37 3.1% 80% False False 32,655
20 144.82 122.37 22.45 15.8% 4.90 3.4% 90% False False 38,359
40 144.82 116.24 28.58 20.1% 4.38 3.1% 92% False False 39,186
60 144.82 103.65 41.17 28.9% 3.86 2.7% 94% False False 32,950
80 144.82 95.83 48.99 34.4% 3.68 2.6% 95% False False 30,909
100 144.82 89.35 55.47 38.9% 3.41 2.4% 96% False False 28,969
120 144.82 83.90 60.92 42.8% 3.19 2.2% 96% False False 26,958
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 157.92
2.618 152.84
1.618 149.73
1.000 147.81
0.618 146.62
HIGH 144.70
0.618 143.51
0.500 143.15
0.382 142.78
LOW 141.59
0.618 139.67
1.000 138.48
1.618 136.56
2.618 133.45
4.250 128.37
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 143.15 142.44
PP 142.92 142.42
S1 142.70 142.39

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

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