NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 134.89 135.81 0.92 0.7% 126.25
High 137.05 136.32 -0.73 -0.5% 135.55
Low 134.89 135.81 0.92 0.7% 122.85
Close 137.12 137.66 0.54 0.4% 137.24
Range 2.16 0.51 -1.65 -76.4% 12.70
ATR 2.60 2.50 -0.09 -3.5% 0.00
Volume 1,414 2,605 1,191 84.2% 3,312
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 138.13 138.40 137.94
R3 137.62 137.89 137.80
R2 137.11 137.11 137.75
R1 137.38 137.38 137.71 137.25
PP 136.60 136.60 136.60 136.53
S1 136.87 136.87 137.61 136.74
S2 136.09 136.09 137.57
S3 135.58 136.36 137.52
S4 135.07 135.85 137.38
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
5 137.05 131.75 5.30 3.9% 0.93 0.7% 112% False False 1,303
10 137.05 122.85 14.20 10.3% 0.60 0.4% 104% False False 1,023
20 137.05 121.82 15.23 11.1% 1.19 0.9% 104% False False 940
40 137.05 108.15 28.90 21.0% 0.83 0.6% 102% False False 714
60 137.05 95.99 41.06 29.8% 0.56 0.4% 101% False False 597
80 137.05 95.18 41.87 30.4% 0.46 0.3% 101% False False 573
100 137.05 84.00 53.05 38.5% 0.39 0.3% 101% False False 498
120 137.05 84.00 53.05 38.5% 0.34 0.2% 101% False False 476
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.49
2.618 137.66
1.618 137.15
1.000 136.83
0.618 136.64
HIGH 136.32
0.618 136.13
0.500 136.07
0.382 136.00
LOW 135.81
0.618 135.49
1.000 135.30
1.618 134.98
2.618 134.47
4.250 133.64
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 137.13 136.57
PP 136.60 135.49
S1 136.07 134.40

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

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