NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 136.62 135.20 -1.42 -1.0% 133.70
High 136.62 135.20 -1.42 -1.0% 136.96
Low 136.62 135.13 -1.49 -1.1% 133.70
Close 136.62 135.73 -0.89 -0.7% 135.82
Range 0.00 0.07 0.07 3.26
ATR
Volume 1,998 622 -1,376 -68.9% 5,235
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 135.56 135.72 135.77
R3 135.49 135.65 135.75
R2 135.42 135.42 135.74
R1 135.58 135.58 135.74 135.50
PP 135.35 135.35 135.35 135.32
S1 135.51 135.51 135.72 135.43
S2 135.28 135.28 135.72
S3 135.21 135.44 135.71
S4 135.14 135.37 135.69
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 145.27 143.81 137.61
R3 142.01 140.55 136.72
R2 138.75 138.75 136.42
R1 137.29 137.29 136.12 138.02
PP 135.49 135.49 135.49 135.86
S1 134.03 134.03 135.52 134.76
S2 132.23 132.23 135.22
S3 128.97 130.77 134.92
S4 125.71 127.51 134.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.96 135.13 1.83 1.3% 0.10 0.1% 33% False True 1,276
10 136.96 123.65 13.31 9.8% 0.27 0.2% 91% False False 991
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 0.01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.50
2.618 135.38
1.618 135.31
1.000 135.27
0.618 135.24
HIGH 135.20
0.618 135.17
0.500 135.17
0.382 135.16
LOW 135.13
0.618 135.09
1.000 135.06
1.618 135.02
2.618 134.95
4.250 134.83
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 135.54 135.88
PP 135.35 135.83
S1 135.17 135.78

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

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