NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 142.96 138.00 -4.96 -3.5% 142.09
High 144.15 140.25 -3.90 -2.7% 147.09
Low 137.31 137.34 0.03 0.0% 140.81
Close 138.05 138.01 -0.04 0.0% 145.35
Range 6.84 2.91 -3.93 -57.5% 6.28
ATR 4.30 4.20 -0.10 -2.3% 0.00
Volume 41,639 45,735 4,096 9.8% 173,110
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 147.26 145.55 139.61
R3 144.35 142.64 138.81
R2 141.44 141.44 138.54
R1 139.73 139.73 138.28 140.59
PP 138.53 138.53 138.53 138.96
S1 136.82 136.82 137.74 137.68
S2 135.62 135.62 137.48
S3 132.71 133.91 137.21
S4 129.80 131.00 136.41
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.26 160.58 148.80
R3 156.98 154.30 147.08
R2 150.70 150.70 146.50
R1 148.02 148.02 145.93 149.36
PP 144.42 144.42 144.42 145.09
S1 141.74 141.74 144.77 143.08
S2 138.14 138.14 144.20
S3 131.86 135.46 143.62
S4 125.58 129.18 141.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.09 137.31 9.78 7.1% 3.61 2.6% 7% False False 36,390
10 147.09 134.86 12.23 8.9% 3.96 2.9% 26% False False 36,789
20 147.09 132.90 14.19 10.3% 4.14 3.0% 36% False False 34,907
40 147.09 120.05 27.04 19.6% 4.47 3.2% 66% False False 39,641
60 147.09 107.00 40.09 29.0% 4.01 2.9% 77% False False 34,758
80 147.09 95.83 51.26 37.1% 3.72 2.7% 82% False False 31,414
100 147.09 93.63 53.46 38.7% 3.53 2.6% 83% False False 30,148
120 147.09 83.90 63.19 45.8% 3.28 2.4% 86% False False 28,041
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 152.62
2.618 147.87
1.618 144.96
1.000 143.16
0.618 142.05
HIGH 140.25
0.618 139.14
0.500 138.80
0.382 138.45
LOW 137.34
0.618 135.54
1.000 134.43
1.618 132.63
2.618 129.72
4.250 124.97
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 138.80 141.39
PP 138.53 140.26
S1 138.27 139.14

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

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