NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 131.75 134.89 3.14 2.4% 126.25
High 131.75 137.05 5.30 4.0% 135.55
Low 131.75 134.89 3.14 2.4% 122.85
Close 131.75 137.12 5.37 4.1% 137.24
Range 0.00 2.16 2.16 12.70
ATR 2.39 2.60 0.21 8.7% 0.00
Volume 1,069 1,414 345 32.3% 3,312
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 142.83 142.14 138.31
R3 140.67 139.98 137.71
R2 138.51 138.51 137.52
R1 137.82 137.82 137.32 138.17
PP 136.35 136.35 136.35 136.53
S1 135.66 135.66 136.92 136.01
S2 134.19 134.19 136.72
S3 132.03 133.50 136.53
S4 129.87 131.34 135.93
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 169.98 166.31 144.23
R3 157.28 153.61 140.73
R2 144.58 144.58 139.57
R1 140.91 140.91 138.40 142.75
PP 131.88 131.88 131.88 132.80
S1 128.21 128.21 136.08 130.05
S2 119.18 119.18 134.91
S3 106.48 115.51 133.75
S4 93.78 102.81 130.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.05 126.47 10.58 7.7% 0.83 0.6% 101% True False 897
10 137.05 122.85 14.20 10.4% 0.74 0.5% 100% True False 895
20 137.05 121.82 15.23 11.1% 1.19 0.9% 100% True False 862
40 137.05 108.15 28.90 21.1% 0.82 0.6% 100% True False 670
60 137.05 95.99 41.06 29.9% 0.55 0.4% 100% True False 560
80 137.05 95.18 41.87 30.5% 0.45 0.3% 100% True False 541
100 137.05 84.00 53.05 38.7% 0.38 0.3% 100% True False 476
120 137.05 84.00 53.05 38.7% 0.33 0.2% 100% True False 458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 146.23
2.618 142.70
1.618 140.54
1.000 139.21
0.618 138.38
HIGH 137.05
0.618 136.22
0.500 135.97
0.382 135.72
LOW 134.89
0.618 133.56
1.000 132.73
1.618 131.40
2.618 129.24
4.250 125.71
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 136.74 136.21
PP 136.35 135.31
S1 135.97 134.40

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

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