NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 134.89 138.25 3.36 2.5% 136.62
High 134.93 140.46 5.53 4.1% 137.49
Low 134.89 138.25 3.36 2.5% 135.10
Close 135.46 140.46 5.00 3.7% 135.21
Range 0.04 2.21 2.17 5,425.0% 2.39
ATR 2.23 2.43 0.20 8.9% 0.00
Volume 340 822 482 141.8% 5,812
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 146.35 145.62 141.68
R3 144.14 143.41 141.07
R2 141.93 141.93 140.87
R1 141.20 141.20 140.66 141.57
PP 139.72 139.72 139.72 139.91
S1 138.99 138.99 140.26 139.36
S2 137.51 137.51 140.05
S3 135.30 136.78 139.85
S4 133.09 134.57 139.24
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 143.10 141.55 136.52
R3 140.71 139.16 135.87
R2 138.32 138.32 135.65
R1 136.77 136.77 135.43 136.35
PP 135.93 135.93 135.93 135.73
S1 134.38 134.38 134.99 133.96
S2 133.54 133.54 134.77
S3 131.15 131.99 134.55
S4 128.76 129.60 133.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.46 134.89 5.57 4.0% 0.70 0.5% 100% True False 643
10 140.46 134.89 5.57 4.0% 0.36 0.3% 100% True False 874
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 0.00
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 149.85
2.618 146.25
1.618 144.04
1.000 142.67
0.618 141.83
HIGH 140.46
0.618 139.62
0.500 139.36
0.382 139.09
LOW 138.25
0.618 136.88
1.000 136.04
1.618 134.67
2.618 132.46
4.250 128.86
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 140.09 139.53
PP 139.72 138.60
S1 139.36 137.68

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

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