NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 138.30 148.00 9.70 7.0% 141.91
High 143.83 148.17 4.34 3.0% 148.17
Low 138.20 146.09 7.89 5.7% 138.12
Close 143.83 146.54 2.71 1.9% 146.54
Range 5.63 2.08 -3.55 -63.1% 10.05
ATR 2.62 2.75 0.12 4.7% 0.00
Volume 3,112 1,560 -1,552 -49.9% 9,018
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 153.17 151.94 147.68
R3 151.09 149.86 147.11
R2 149.01 149.01 146.92
R1 147.78 147.78 146.73 147.36
PP 146.93 146.93 146.93 146.72
S1 145.70 145.70 146.35 145.28
S2 144.85 144.85 146.16
S3 142.77 143.62 145.97
S4 140.69 141.54 145.40
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 174.43 170.53 152.07
R3 164.38 160.48 149.30
R2 154.33 154.33 148.38
R1 150.43 150.43 147.46 152.38
PP 144.28 144.28 144.28 145.25
S1 140.38 140.38 145.62 142.33
S2 134.23 134.23 144.70
S3 124.18 130.33 143.78
S4 114.13 120.28 141.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.17 138.12 10.05 6.9% 2.18 1.5% 84% True False 1,803
10 148.17 138.12 10.05 6.9% 1.28 0.9% 84% True False 1,645
20 148.17 134.00 14.17 9.7% 1.37 0.9% 88% True False 1,076
40 148.17 122.85 25.32 17.3% 1.22 0.8% 94% True False 1,010
60 148.17 108.15 40.02 27.3% 1.02 0.7% 96% True False 839
80 148.17 95.99 52.18 35.6% 0.77 0.5% 97% True False 714
100 148.17 95.28 52.89 36.1% 0.65 0.4% 97% True False 685
120 148.17 84.27 63.90 43.6% 0.56 0.4% 97% True False 602
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.01
2.618 153.62
1.618 151.54
1.000 150.25
0.618 149.46
HIGH 148.17
0.618 147.38
0.500 147.13
0.382 146.88
LOW 146.09
0.618 144.80
1.000 144.01
1.618 142.72
2.618 140.64
4.250 137.25
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 147.13 145.41
PP 146.93 144.28
S1 146.74 143.15

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

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