NYMEX Light Sweet Crude Oil Future May 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	139.45	134.80	-4.65	-3.3%	143.32
High	139.45	134.80	-4.65	-3.3%	146.22
Low	139.45	134.80	-4.65	-3.3%	138.69
Close	140.85	137.24	-3.61	-2.6%	146.22
Range
ATR
Volume	272	453	181	66.5%	1,650

Daily Pivots for day following 16-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	135.61	136.43	137.24
R3	135.61	136.43	137.24
R2	135.61	135.61	137.24
R1	136.43	136.43	137.24	136.02
PP	135.61	135.61	135.61	135.41
S1	136.43	136.43	137.24	136.02
S2	135.61	135.61	137.24
S3	135.61	136.43	137.24
S4	135.61	136.43	137.24

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	166.30	163.79	150.36
R3	158.77	156.26	148.29
R2	151.24	151.24	147.60
R1	148.73	148.73	146.91	149.99
PP	143.71	143.71	143.71	144.34
S1	141.20	141.20	145.53	142.46
S2	136.18	136.18	144.84
S3	128.65	133.67	144.15
S4	121.12	126.14	142.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.69	134.80	11.89	8.7%	0.00	0.0%	21%	False	True	344
10	146.69	134.80	11.89	8.7%	0.03	0.0%	21%	False	True	309

Crabel Price Patterns
NR	False
NR4	False
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	0.00

Fibonacci Retracements and Extensions
4.250	134.80
2.618	134.80
1.618	134.80
1.000	134.80
0.618	134.80
HIGH	134.80
0.618	134.80
0.500	134.80
0.382	134.80
LOW	134.80
0.618	134.80
1.000	134.80
1.618	134.80
2.618	134.80
4.250	134.80

Fisher Pivots for day following 16-Jul-2008
Pivot	1 day	3 day
R1	136.43	140.75
PP	135.61	139.58
S1	134.80	138.41

Download as Excel Spreadsheet

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

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