NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 134.68 136.50 1.82 1.4% 125.26
High 134.96 137.03 2.07 1.5% 137.90
Low 133.43 135.56 2.13 1.6% 122.90
Close 134.19 131.91 -2.28 -1.7% 137.56
Range 1.53 1.47 -0.06 -3.9% 15.00
ATR 3.21 3.18 -0.03 -0.8% 0.00
Volume 4,523 2,674 -1,849 -40.9% 8,850
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 139.24 137.05 132.72
R3 137.77 135.58 132.31
R2 136.30 136.30 132.18
R1 134.11 134.11 132.04 134.47
PP 134.83 134.83 134.83 135.02
S1 132.64 132.64 131.78 133.00
S2 133.36 133.36 131.64
S3 131.89 131.17 131.51
S4 130.42 129.70 131.10
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 177.79 172.67 145.81
R3 162.79 157.67 141.69
R2 147.79 147.79 140.31
R1 142.67 142.67 138.94 145.23
PP 132.79 132.79 132.79 134.07
S1 127.67 127.67 136.19 130.23
S2 117.79 117.79 134.81
S3 102.79 112.67 133.44
S4 87.79 97.67 129.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.90 122.90 15.00 11.4% 3.35 2.5% 60% False False 2,318
10 137.90 122.90 15.00 11.4% 2.67 2.0% 60% False False 2,338
20 137.90 121.97 15.93 12.1% 2.55 1.9% 62% False False 2,460
40 137.90 106.04 31.86 24.2% 1.78 1.3% 81% False False 1,577
60 137.90 96.69 41.21 31.2% 1.63 1.2% 85% False False 1,237
80 137.90 92.74 45.16 34.2% 1.31 1.0% 87% False False 1,124
100 137.90 84.44 53.46 40.5% 1.09 0.8% 89% False False 1,024
120 137.90 84.44 53.46 40.5% 0.93 0.7% 89% False False 913
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.28
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 143.28
2.618 140.88
1.618 139.41
1.000 138.50
0.618 137.94
HIGH 137.03
0.618 136.47
0.500 136.30
0.382 136.12
LOW 135.56
0.618 134.65
1.000 134.09
1.618 133.18
2.618 131.71
4.250 129.31
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 136.30 134.17
PP 134.83 133.42
S1 133.37 132.66

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

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