NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 139.90 137.30 -2.60 -1.9% 144.36
High 140.00 137.93 -2.07 -1.5% 147.91
Low 135.55 132.89 -2.66 -2.0% 138.15
Close 137.13 131.96 -5.17 -3.8% 145.98
Range 4.45 5.04 0.59 13.3% 9.76
ATR
Volume 5,882 4,739 -1,143 -19.4% 13,119
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 149.38 145.71 134.73
R3 144.34 140.67 133.35
R2 139.30 139.30 132.88
R1 135.63 135.63 132.42 134.95
PP 134.26 134.26 134.26 133.92
S1 130.59 130.59 131.50 129.91
S2 129.22 129.22 131.04
S3 124.18 125.55 130.57
S4 119.14 120.51 129.19
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 173.29 169.40 151.35
R3 163.53 159.64 148.66
R2 153.77 153.77 147.77
R1 149.88 149.88 146.87 151.83
PP 144.01 144.01 144.01 144.99
S1 140.12 140.12 145.09 142.07
S2 134.25 134.25 144.19
S3 124.49 130.36 143.30
S4 114.73 120.60 140.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.91 132.89 15.02 11.4% 3.90 3.0% -6% False True 3,604
10 147.91 132.89 15.02 11.4% 3.63 2.7% -6% False True 3,069
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.35
2.618 151.12
1.618 146.08
1.000 142.97
0.618 141.04
HIGH 137.93
0.618 136.00
0.500 135.41
0.382 134.82
LOW 132.89
0.618 129.78
1.000 127.85
1.618 124.74
2.618 119.70
4.250 111.47
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 135.41 139.87
PP 134.26 137.23
S1 133.11 134.60

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

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