NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 138.34 143.33 4.99 3.6% 145.00
High 143.82 148.35 4.53 3.1% 148.35
Low 138.32 143.33 5.01 3.6% 137.76
Close 143.67 146.47 2.80 1.9% 146.47
Range 5.50 5.02 -0.48 -8.7% 10.59
ATR 3.31 3.43 0.12 3.7% 0.00
Volume 3,947 3,538 -409 -10.4% 19,974
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 161.11 158.81 149.23
R3 156.09 153.79 147.85
R2 151.07 151.07 147.39
R1 148.77 148.77 146.93 149.92
PP 146.05 146.05 146.05 146.63
S1 143.75 143.75 146.01 144.90
S2 141.03 141.03 145.55
S3 136.01 138.73 145.09
S4 130.99 133.71 143.71
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 175.96 171.81 152.29
R3 165.37 161.22 149.38
R2 154.78 154.78 148.41
R1 150.63 150.63 147.44 152.71
PP 144.19 144.19 144.19 145.23
S1 140.04 140.04 145.50 142.12
S2 133.60 133.60 144.53
S3 123.01 129.45 143.56
S4 112.42 118.86 140.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.35 137.76 10.59 7.2% 3.70 2.5% 82% True False 3,994
10 148.35 137.76 10.59 7.2% 2.88 2.0% 82% True False 4,299
20 148.35 133.32 15.03 10.3% 2.68 1.8% 87% True False 3,287
40 148.35 122.90 25.45 17.4% 2.80 1.9% 93% True False 2,957
60 148.35 108.57 39.78 27.2% 2.23 1.5% 95% True False 2,275
80 148.35 96.69 51.66 35.3% 2.02 1.4% 96% True False 1,828
100 148.35 95.30 53.05 36.2% 1.68 1.1% 96% True False 1,606
120 148.35 84.44 63.91 43.6% 1.46 1.0% 97% True False 1,466
Crabel Price Patterns
NR True
NR4 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.69
2.618 161.49
1.618 156.47
1.000 153.37
0.618 151.45
HIGH 148.35
0.618 146.43
0.500 145.84
0.382 145.25
LOW 143.33
0.618 140.23
1.000 138.31
1.618 135.21
2.618 130.19
4.250 122.00
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 146.26 145.33
PP 146.05 144.19
S1 145.84 143.06

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

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