NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 125.90 125.42 -0.48 -0.4% 133.67
High 125.90 126.70 0.80 0.6% 133.67
Low 125.45 125.09 -0.36 -0.3% 125.45
Close 125.14 126.57 1.43 1.1% 125.14
Range 0.45 1.61 1.16 257.8% 8.22
ATR 2.98 2.88 -0.10 -3.3% 0.00
Volume 3,718 3,240 -478 -12.9% 12,130
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 130.95 130.37 127.46
R3 129.34 128.76 127.01
R2 127.73 127.73 126.87
R1 127.15 127.15 126.72 127.44
PP 126.12 126.12 126.12 126.27
S1 125.54 125.54 126.42 125.83
S2 124.51 124.51 126.27
S3 122.90 123.93 126.13
S4 121.29 122.32 125.68
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 152.75 147.16 129.66
R3 144.53 138.94 127.40
R2 136.31 136.31 126.65
R1 130.72 130.72 125.89 129.41
PP 128.09 128.09 128.09 127.43
S1 122.50 122.50 124.39 121.19
S2 119.87 119.87 123.63
S3 111.65 114.28 122.88
S4 103.43 106.06 120.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.00 125.09 6.91 5.5% 1.96 1.6% 21% False True 2,587
10 147.14 125.09 22.05 17.4% 2.39 1.9% 7% False True 2,196
20 148.35 125.09 23.26 18.4% 1.98 1.6% 6% False True 1,832
40 148.35 123.65 24.70 19.5% 1.18 0.9% 12% False False 1,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133.54
2.618 130.91
1.618 129.30
1.000 128.31
0.618 127.69
HIGH 126.70
0.618 126.08
0.500 125.90
0.382 125.71
LOW 125.09
0.618 124.10
1.000 123.48
1.618 122.49
2.618 120.88
4.250 118.25
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 126.35 126.50
PP 126.12 126.42
S1 125.90 126.35

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

View Archives - Comment on this page... - Back to Index of Symbols