NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 138.01 137.50 -0.51 -0.4% 135.85
High 138.01 137.50 -0.51 -0.4% 136.40
Low 136.90 135.10 -1.80 -1.3% 134.00
Close 137.57 135.54 -2.03 -1.5% 135.37
Range 1.11 2.40 1.29 116.2% 2.40
ATR 2.22 2.24 0.02 0.8% 0.00
Volume 69 145 76 110.1% 2,963
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 143.25 141.79 136.86
R3 140.85 139.39 136.20
R2 138.45 138.45 135.98
R1 136.99 136.99 135.76 136.52
PP 136.05 136.05 136.05 135.81
S1 134.59 134.59 135.32 134.12
S2 133.65 133.65 135.10
S3 131.25 132.19 134.88
S4 128.85 129.79 134.22
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 3.0% 1.18 0.9% 38% False False 402
10 138.01 134.00 4.01 3.0% 1.04 0.8% 38% False False 740
20 138.01 122.85 15.16 11.2% 0.89 0.7% 84% False False 818
40 138.01 108.15 29.86 22.0% 1.05 0.8% 92% False False 759
60 138.01 98.25 39.76 29.3% 0.72 0.5% 94% False False 626
80 138.01 95.99 42.02 31.0% 0.56 0.4% 94% False False 579
100 138.01 86.06 51.95 38.3% 0.49 0.4% 95% False False 521
120 138.01 84.00 54.01 39.8% 0.41 0.3% 95% False False 487
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 0.08
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 147.70
2.618 143.78
1.618 141.38
1.000 139.90
0.618 138.98
HIGH 137.50
0.618 136.58
0.500 136.30
0.382 136.02
LOW 135.10
0.618 133.62
1.000 132.70
1.618 131.22
2.618 128.82
4.250 124.90
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 136.30 136.56
PP 136.05 136.22
S1 135.79 135.88

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

View Archives - Comment on this page... - Back to Index of Symbols