NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
04-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 145.50 145.00 -0.50 -0.3% 143.75
High 145.84 145.00 -0.84 -0.6% 146.57
Low 145.43 142.30 -3.13 -2.2% 141.55
Close 145.66 143.28 -2.38 -1.6% 145.66
Range 0.41 2.70 2.29 558.5% 5.02
ATR 3.01 3.04 0.02 0.8% 0.00
Volume 7,046 2,431 -4,615 -65.5% 23,017
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 151.63 150.15 144.77
R3 148.93 147.45 144.02
R2 146.23 146.23 143.78
R1 144.75 144.75 143.53 144.14
PP 143.53 143.53 143.53 143.22
S1 142.05 142.05 143.03 141.44
S2 140.83 140.83 142.79
S3 138.13 139.35 142.54
S4 135.43 136.65 141.80
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.65 157.68 148.42
R3 154.63 152.66 147.04
R2 149.61 149.61 146.58
R1 147.64 147.64 146.12 148.63
PP 144.59 144.59 144.59 145.09
S1 142.62 142.62 145.20 143.61
S2 139.57 139.57 144.74
S3 134.55 137.60 144.28
S4 129.53 132.58 142.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.57 141.84 4.73 3.3% 2.17 1.5% 30% False False 4,559
10 146.57 133.51 13.06 9.1% 2.28 1.6% 75% False False 3,397
20 146.57 131.83 14.74 10.3% 2.58 1.8% 78% False False 2,992
40 146.57 121.97 24.60 17.2% 2.56 1.8% 87% False False 2,711
60 146.57 106.04 40.53 28.3% 2.03 1.4% 92% False False 2,021
80 146.57 96.69 49.88 34.8% 1.86 1.3% 93% False False 1,648
100 146.57 92.74 53.83 37.6% 1.55 1.1% 94% False False 1,477
120 146.57 84.44 62.13 43.4% 1.32 0.9% 95% False False 1,333
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 156.48
2.618 152.07
1.618 149.37
1.000 147.70
0.618 146.67
HIGH 145.00
0.618 143.97
0.500 143.65
0.382 143.33
LOW 142.30
0.618 140.63
1.000 139.60
1.618 137.93
2.618 135.23
4.250 130.83
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 143.65 144.44
PP 143.53 144.05
S1 143.40 143.67

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

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