NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 147.14 139.96 -7.18 -4.9% 143.57
High 147.14 140.01 -7.13 -4.8% 148.35
Low 140.10 136.29 -3.81 -2.7% 138.30
Close 141.06 137.36 -3.70 -2.6% 146.54
Range 7.04 3.72 -3.32 -47.2% 10.05
ATR 2.96 3.09 0.13 4.4% 0.00
Volume 841 1,146 305 36.3% 9,232
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 149.05 146.92 139.41
R3 145.33 143.20 138.38
R2 141.61 141.61 138.04
R1 139.48 139.48 137.70 138.69
PP 137.89 137.89 137.89 137.49
S1 135.76 135.76 137.02 134.97
S2 134.17 134.17 136.68
S3 130.45 132.04 136.34
S4 126.73 128.32 135.31
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 174.55 170.59 152.07
R3 164.50 160.54 149.30
R2 154.45 154.45 148.38
R1 150.49 150.49 147.46 152.47
PP 144.40 144.40 144.40 145.39
S1 140.44 140.44 145.62 142.42
S2 134.35 134.35 144.70
S3 124.30 130.39 143.78
S4 114.25 120.34 141.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.35 136.29 12.06 8.8% 4.70 3.4% 9% False True 1,308
10 148.35 136.29 12.06 8.8% 2.49 1.8% 9% False True 1,402
20 148.35 134.89 13.46 9.8% 1.50 1.1% 18% False False 1,121
Crabel Price Patterns
NR True
NR4 True
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 0.07
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155.82
2.618 149.75
1.618 146.03
1.000 143.73
0.618 142.31
HIGH 140.01
0.618 138.59
0.500 138.15
0.382 137.71
LOW 136.29
0.618 133.99
1.000 132.57
1.618 130.27
2.618 126.55
4.250 120.48
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 138.15 141.72
PP 137.89 140.26
S1 137.62 138.81

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

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