NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 136.43 138.01 1.58 1.2% 135.85
High 137.50 138.01 0.51 0.4% 136.40
Low 136.43 136.90 0.47 0.3% 134.00
Close 136.94 137.57 0.63 0.5% 135.37
Range 1.07 1.11 0.04 3.7% 2.40
ATR 2.31 2.22 -0.09 -3.7% 0.00
Volume 473 69 -404 -85.4% 2,963
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 140.82 140.31 138.18
R3 139.71 139.20 137.88
R2 138.60 138.60 137.77
R1 138.09 138.09 137.67 137.79
PP 137.49 137.49 137.49 137.35
S1 136.98 136.98 137.47 136.68
S2 136.38 136.38 137.37
S3 135.27 135.87 137.26
S4 134.16 134.76 136.96
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 142.46 141.31 136.69
R3 140.06 138.91 136.03
R2 137.66 137.66 135.81
R1 136.51 136.51 135.59 135.89
PP 135.26 135.26 135.26 134.94
S1 134.11 134.11 135.15 133.49
S2 132.86 132.86 134.93
S3 130.46 131.71 134.71
S4 128.06 129.31 134.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.01 134.00 4.01 2.9% 1.17 0.8% 89% True False 496
10 138.01 134.00 4.01 2.9% 1.01 0.7% 89% True False 867
20 138.01 122.85 15.16 11.0% 0.81 0.6% 97% True False 847
40 138.01 108.15 29.86 21.7% 0.99 0.7% 99% True False 773
60 138.01 95.99 42.02 30.5% 0.69 0.5% 99% True False 624
80 138.01 95.99 42.02 30.5% 0.54 0.4% 99% True False 580
100 138.01 86.06 51.95 37.8% 0.46 0.3% 99% True False 520
120 138.01 84.00 54.01 39.3% 0.40 0.3% 99% True False 486
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 0.08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 142.73
2.618 140.92
1.618 139.81
1.000 139.12
0.618 138.70
HIGH 138.01
0.618 137.59
0.500 137.46
0.382 137.32
LOW 136.90
0.618 136.21
1.000 135.79
1.618 135.10
2.618 133.99
4.250 132.18
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 137.53 137.28
PP 137.49 136.98
S1 137.46 136.69

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

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