NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 145.95 145.82 -0.13 -0.1% 141.91
High 146.93 145.82 -1.11 -0.8% 148.17
Low 145.95 139.76 -6.19 -4.2% 138.12
Close 146.93 141.00 -5.93 -4.0% 146.54
Range 0.98 6.06 5.08 518.4% 10.05
ATR 2.62 2.94 0.33 12.4% 0.00
Volume 1,588 1,357 -231 -14.5% 9,018
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 160.37 156.75 144.33
R3 154.31 150.69 142.67
R2 148.25 148.25 142.11
R1 144.63 144.63 141.56 143.41
PP 142.19 142.19 142.19 141.59
S1 138.57 138.57 140.44 137.35
S2 136.13 136.13 139.89
S3 130.07 132.51 139.33
S4 124.01 126.45 137.67
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 7.1% 3.26 2.3% 29% False False 1,892
10 148.17 138.12 10.05 7.1% 1.96 1.4% 29% False False 1,781
20 148.17 134.00 14.17 10.0% 1.67 1.2% 49% False False 1,172
40 148.17 122.85 25.32 18.0% 1.39 1.0% 72% False False 1,057
60 148.17 108.15 40.02 28.4% 1.14 0.8% 82% False False 884
80 148.17 95.99 52.18 37.0% 0.86 0.6% 86% False False 739
100 148.17 95.99 52.18 37.0% 0.72 0.5% 86% False False 704
120 148.17 86.06 62.11 44.0% 0.61 0.4% 88% False False 616
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 0.03
Widest range in 194 trading days
Fibonacci Retracements and Extensions
4.250 171.58
2.618 161.69
1.618 155.63
1.000 151.88
0.618 149.57
HIGH 145.82
0.618 143.51
0.500 142.79
0.382 142.07
LOW 139.76
0.618 136.01
1.000 133.70
1.618 129.95
2.618 123.89
4.250 114.01
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 142.79 143.97
PP 142.19 142.98
S1 141.60 141.99

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

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