NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 138.00 137.81 -0.19 -0.1% 142.09
High 140.25 143.86 3.61 2.6% 147.09
Low 137.34 137.70 0.36 0.3% 140.81
Close 138.01 143.44 5.43 3.9% 145.35
Range 2.91 6.16 3.25 111.7% 6.28
ATR 4.20 4.34 0.14 3.3% 0.00
Volume 45,735 29,262 -16,473 -36.0% 173,110
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 160.15 157.95 146.83
R3 153.99 151.79 145.13
R2 147.83 147.83 144.57
R1 145.63 145.63 144.00 146.73
PP 141.67 141.67 141.67 142.22
S1 139.47 139.47 142.88 140.57
S2 135.51 135.51 142.31
S3 129.35 133.31 141.75
S4 123.19 127.15 140.05
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
5 146.73 137.31 9.42 6.6% 4.34 3.0% 65% False False 35,620
10 147.09 137.31 9.78 6.8% 3.93 2.7% 63% False False 35,266
20 147.09 132.90 14.19 9.9% 4.20 2.9% 74% False False 34,275
40 147.09 120.05 27.04 18.9% 4.58 3.2% 87% False False 39,682
60 147.09 107.00 40.09 27.9% 4.06 2.8% 91% False False 35,016
80 147.09 95.83 51.26 35.7% 3.74 2.6% 93% False False 31,403
100 147.09 94.78 52.31 36.5% 3.56 2.5% 93% False False 30,253
120 147.09 84.50 62.59 43.6% 3.30 2.3% 94% False False 28,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.04
2.618 159.99
1.618 153.83
1.000 150.02
0.618 147.67
HIGH 143.86
0.618 141.51
0.500 140.78
0.382 140.05
LOW 137.70
0.618 133.89
1.000 131.54
1.618 127.73
2.618 121.57
4.250 111.52
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 142.55 142.54
PP 141.67 141.63
S1 140.78 140.73

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

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