NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 131.11 127.00 -4.11 -3.1% 146.86
High 131.11 127.03 -4.08 -3.1% 146.86
Low 131.11 127.00 -4.11 -3.1% 131.42
Close 126.75 127.03 0.28 0.2% 131.42
Range 0.00 0.03 0.03 15.44
ATR 2.52 2.36 -0.16 -6.3% 0.00
Volume 620 1,680 1,060 171.0% 3,898
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 127.11 127.10 127.05
R3 127.08 127.07 127.04
R2 127.05 127.05 127.04
R1 127.04 127.04 127.03 127.05
PP 127.02 127.02 127.02 127.02
S1 127.01 127.01 127.03 127.02
S2 126.99 126.99 127.02
S3 126.96 126.98 127.02
S4 126.93 126.95 127.01
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 182.89 172.59 139.91
R3 167.45 157.15 135.67
R2 152.01 152.01 134.25
R1 141.71 141.71 132.84 139.14
PP 136.57 136.57 136.57 135.28
S1 126.27 126.27 130.00 123.70
S2 121.13 121.13 128.59
S3 105.69 110.83 127.17
S4 90.25 95.39 122.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.73 127.00 6.73 5.3% 0.40 0.3% 0% False True 821
10 146.86 127.00 19.86 15.6% 0.20 0.2% 0% False True 783
20 146.86 127.00 19.86 15.6% 0.10 0.1% 0% False True 703
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 0.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.16
2.618 127.11
1.618 127.08
1.000 127.06
0.618 127.05
HIGH 127.03
0.618 127.02
0.500 127.02
0.382 127.01
LOW 127.00
0.618 126.98
1.000 126.97
1.618 126.95
2.618 126.92
4.250 126.87
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 127.03 129.60
PP 127.02 128.74
S1 127.02 127.89

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

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