NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 140.77 137.36 -3.41 -2.4% 145.00
High 141.22 138.50 -2.72 -1.9% 148.35
Low 135.99 131.99 -4.00 -2.9% 137.76
Close 137.02 131.83 -5.19 -3.8% 146.47
Range 5.23 6.51 1.28 24.5% 10.59
ATR 3.84 4.03 0.19 5.0% 0.00
Volume 6,006 3,647 -2,359 -39.3% 19,974
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 153.64 149.24 135.41
R3 147.13 142.73 133.62
R2 140.62 140.62 133.02
R1 136.22 136.22 132.43 135.17
PP 134.11 134.11 134.11 133.58
S1 129.71 129.71 131.23 128.66
S2 127.60 127.60 130.64
S3 121.09 123.20 130.04
S4 114.58 116.69 128.25
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
5 148.35 131.99 16.36 12.4% 5.56 4.2% -1% False True 4,519
10 148.35 131.99 16.36 12.4% 4.17 3.2% -1% False True 4,607
20 148.35 131.99 16.36 12.4% 3.20 2.4% -1% False True 3,774
40 148.35 122.90 25.45 19.3% 3.11 2.4% 35% False False 3,235
60 148.35 108.57 39.78 30.2% 2.56 1.9% 58% False False 2,563
80 148.35 97.38 50.97 38.7% 2.27 1.7% 68% False False 2,051
100 148.35 96.69 51.66 39.2% 1.91 1.4% 68% False False 1,762
120 148.35 86.00 62.35 47.3% 1.64 1.2% 74% False False 1,607
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 166.17
2.618 155.54
1.618 149.03
1.000 145.01
0.618 142.52
HIGH 138.50
0.618 136.01
0.500 135.25
0.382 134.48
LOW 131.99
0.618 127.97
1.000 125.48
1.618 121.46
2.618 114.95
4.250 104.32
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 135.25 139.65
PP 134.11 137.04
S1 132.97 134.44

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

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