NYMEX Light Sweet Crude Oil Future February 2009

Trading Metrics calculated at close of trading on 08-Jul-2008

Day Change Summary
	Previous	Current
	07-Jul-2008	08-Jul-2008	Change	Change %	Previous Week
Open	141.91	140.10	-1.81	-1.3%	141.72
High	141.91	140.15	-1.76	-1.2%	146.66
Low	141.90	138.55	-3.35	-2.4%	141.72
Close	143.48	138.66	-4.82	-3.4%	146.79
Range	0.01	1.60	1.59	15,900.0%	4.94
ATR	2.27	2.46	0.19	8.4%	0.00
Volume	847	1,655	808	95.4%	7,438

Daily Pivots for day following 08-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	143.92	142.89	139.54
R3	142.32	141.29	139.10
R2	140.72	140.72	138.95
R1	139.69	139.69	138.81	139.41
PP	139.12	139.12	139.12	138.98
S1	138.09	138.09	138.51	137.81
S2	137.52	137.52	138.37
S3	135.92	136.49	138.22
S4	134.32	134.89	137.78

Weekly Pivots for week ending 04-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	159.88	158.27	149.51
R3	154.94	153.33	148.15
R2	150.00	150.00	147.70
R1	148.39	148.39	147.24	149.20
PP	145.06	145.06	145.06	145.46
S1	143.45	143.45	146.34	144.26
S2	140.12	140.12	145.88
S3	135.18	138.51	145.43
S4	130.24	133.57	144.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.66	138.55	8.11	5.8%	0.65	0.5%	1%	False	True	1,669
10	146.66	135.10	11.56	8.3%	1.12	0.8%	31%	False	False	1,151
20	146.66	134.00	12.66	9.1%	1.07	0.8%	37%	False	False	1,009
40	146.66	121.82	24.84	17.9%	1.07	0.8%	68%	False	False	907
60	146.66	107.85	38.81	28.0%	0.87	0.6%	79%	False	False	762
80	146.66	95.99	50.67	36.5%	0.65	0.5%	84%	False	False	655
100	146.66	92.96	53.70	38.7%	0.55	0.4%	85%	False	False	628
120	146.66	84.00	62.66	45.2%	0.48	0.3%	87%	False	False	554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.01
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	146.95
2.618	144.34
1.618	142.74
1.000	141.75
0.618	141.14
HIGH	140.15
0.618	139.54
0.500	139.35
0.382	139.16
LOW	138.55
0.618	137.56
1.000	136.95
1.618	135.96
2.618	134.36
4.250	131.75

Fisher Pivots for day following 08-Jul-2008
Pivot	1 day	3 day
R1	139.35	142.61
PP	139.12	141.29
S1	138.89	139.98

Download as Excel Spreadsheet

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

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