NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 141.72 143.65 1.93 1.4% 136.43
High 141.72 143.65 1.93 1.4% 143.60
Low 141.72 143.37 1.65 1.2% 135.10
Close 141.61 142.65 1.04 0.7% 141.27
Range 0.00 0.28 0.28 8.50
ATR 2.34 2.32 -0.02 -0.9% 0.00
Volume 840 751 -89 -10.6% 2,113
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 144.06 143.64 142.80
R3 143.78 143.36 142.73
R2 143.50 143.50 142.70
R1 143.08 143.08 142.68 143.15
PP 143.22 143.22 143.22 143.26
S1 142.80 142.80 142.62 142.87
S2 142.94 142.94 142.60
S3 142.66 142.52 142.57
S4 142.38 142.24 142.50
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 165.49 161.88 145.95
R3 156.99 153.38 143.61
R2 148.49 148.49 142.83
R1 144.88 144.88 142.05 146.69
PP 139.99 139.99 139.99 140.89
S1 136.38 136.38 140.49 138.19
S2 131.49 131.49 139.71
S3 122.99 127.88 138.93
S4 114.49 119.38 136.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.65 135.10 8.55 6.0% 1.59 1.1% 88% True False 632
10 143.65 134.00 9.65 6.8% 1.38 1.0% 90% True False 564
20 143.65 122.85 20.80 14.6% 1.00 0.7% 95% True False 783
40 143.65 117.37 26.28 18.4% 1.17 0.8% 96% True False 801
60 143.65 103.52 40.13 28.1% 0.82 0.6% 98% True False 655
80 143.65 95.99 47.66 33.4% 0.63 0.4% 98% True False 596
100 143.65 88.85 54.80 38.4% 0.54 0.4% 98% True False 550
120 143.65 84.00 59.65 41.8% 0.45 0.3% 98% True False 508
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 144.84
2.618 144.38
1.618 144.10
1.000 143.93
0.618 143.82
HIGH 143.65
0.618 143.54
0.500 143.51
0.382 143.48
LOW 143.37
0.618 143.20
1.000 143.09
1.618 142.92
2.618 142.64
4.250 142.18
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 143.51 142.46
PP 143.22 142.28
S1 142.94 142.09

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

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