NYMEX Light Sweet Crude Oil Future January 2009


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 140.00 143.75 3.75 2.7% 137.50
High 142.63 143.75 1.12 0.8% 142.63
Low 140.00 141.55 1.55 1.1% 133.51
Close 141.33 141.56 0.23 0.2% 141.33
Range 2.63 2.20 -0.43 -16.3% 9.12
ATR 3.34 3.28 -0.07 -2.0% 0.00
Volume 2,287 2,650 363 15.9% 10,667
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 148.89 147.42 142.77
R3 146.69 145.22 142.17
R2 144.49 144.49 141.96
R1 143.02 143.02 141.76 142.66
PP 142.29 142.29 142.29 142.10
S1 140.82 140.82 141.36 140.46
S2 140.09 140.09 141.16
S3 137.89 138.62 140.96
S4 135.69 136.42 140.35
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 166.52 163.04 146.35
R3 157.40 153.92 143.84
R2 148.28 148.28 143.00
R1 144.80 144.80 142.17 146.54
PP 139.16 139.16 139.16 140.03
S1 135.68 135.68 140.49 137.42
S2 130.04 130.04 139.66
S3 120.92 126.56 138.82
S4 111.80 117.44 136.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.75 133.51 10.24 7.2% 2.40 1.7% 79% True False 2,235
10 143.75 133.32 10.43 7.4% 2.35 1.7% 79% True False 2,273
20 143.75 122.90 20.85 14.7% 2.96 2.1% 89% True False 2,411
40 143.75 115.01 28.74 20.3% 2.49 1.8% 92% True False 2,283
60 143.75 101.30 42.45 30.0% 2.02 1.4% 95% True False 1,690
80 143.75 96.69 47.06 33.2% 1.74 1.2% 95% True False 1,428
100 143.75 86.00 57.75 40.8% 1.47 1.0% 96% True False 1,290
120 143.75 84.44 59.31 41.9% 1.23 0.9% 96% True False 1,165
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 153.10
2.618 149.51
1.618 147.31
1.000 145.95
0.618 145.11
HIGH 143.75
0.618 142.91
0.500 142.65
0.382 142.39
LOW 141.55
0.618 140.19
1.000 139.35
1.618 137.99
2.618 135.79
4.250 132.20
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 142.65 141.40
PP 142.29 141.25
S1 141.92 141.09

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

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