NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 133.55 128.90 -4.65 -3.5% 145.95
High 133.55 130.15 -3.40 -2.5% 146.93
Low 128.90 126.19 -2.71 -2.1% 133.00
Close 130.50 126.44 -4.06 -3.1% 131.27
Range 4.65 3.96 -0.69 -14.8% 13.93
ATR 3.05 3.14 0.09 3.0% 0.00
Volume 761 1,691 930 122.2% 11,322
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 139.47 136.92 128.62
R3 135.51 132.96 127.53
R2 131.55 131.55 127.17
R1 129.00 129.00 126.80 128.30
PP 127.59 127.59 127.59 127.24
S1 125.04 125.04 126.08 124.34
S2 123.63 123.63 125.71
S3 119.67 121.08 125.35
S4 115.71 117.12 124.26
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.86 168.99 138.93
R3 164.93 155.06 135.10
R2 151.00 151.00 133.82
R1 141.13 141.13 132.55 139.10
PP 137.07 137.07 137.07 136.05
S1 127.20 127.20 129.99 125.17
S2 123.14 123.14 128.72
S3 109.21 113.27 127.44
S4 95.28 99.34 123.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.64 126.19 12.45 9.8% 3.08 2.4% 2% False True 2,022
10 148.17 126.19 21.98 17.4% 3.05 2.4% 1% False True 2,038
20 148.17 126.19 21.98 17.4% 2.04 1.6% 1% False True 1,679
40 148.17 122.85 25.32 20.0% 1.47 1.2% 14% False False 1,249
60 148.17 108.15 40.02 31.7% 1.38 1.1% 46% False False 1,066
80 148.17 98.25 49.92 39.5% 1.05 0.8% 56% False False 889
100 148.17 95.99 52.18 41.3% 0.86 0.7% 58% False False 799
120 148.17 86.06 62.11 49.1% 0.75 0.6% 65% False False 714
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 146.98
2.618 140.52
1.618 136.56
1.000 134.11
0.618 132.60
HIGH 130.15
0.618 128.64
0.500 128.17
0.382 127.70
LOW 126.19
0.618 123.74
1.000 122.23
1.618 119.78
2.618 115.82
4.250 109.36
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 128.17 129.87
PP 127.59 128.73
S1 127.02 127.58

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

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