NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	125.95	122.55	-3.40	-2.7%	132.25
High	125.95	128.26	2.31	1.8%	132.79
Low	122.61	122.55	-0.06	0.0%	125.00
Close	123.95	127.80	3.85	3.1%	125.07
Range	3.34	5.71	2.37	71.0%	7.79
ATR	3.22	3.40	0.18	5.5%	0.00
Volume	2,606	5,599	2,993	114.9%	22,898

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	143.33	141.28	130.94
R3	137.62	135.57	129.37
R2	131.91	131.91	128.85
R1	129.86	129.86	128.32	130.89
PP	126.20	126.20	126.20	126.72
S1	124.15	124.15	127.28	125.18
S2	120.49	120.49	126.75
S3	114.78	118.44	126.23
S4	109.07	112.73	124.66

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	150.99	145.82	129.35
R3	143.20	138.03	127.21
R2	135.41	135.41	126.50
R1	130.24	130.24	125.78	128.93
PP	127.62	127.62	127.62	126.97
S1	122.45	122.45	124.36	121.14
S2	119.83	119.83	123.64
S3	112.04	114.66	122.93
S4	104.25	106.87	120.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.26	122.55	5.71	4.5%	2.69	2.1%	92%	True	True	4,924
10	137.93	122.55	15.38	12.0%	2.80	2.2%	34%	False	True	4,321
20	147.91	122.55	25.36	19.8%	3.04	2.4%	21%	False	True	3,603

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	152.53
2.618	143.21
1.618	137.50
1.000	133.97
0.618	131.79
HIGH	128.26
0.618	126.08
0.500	125.41
0.382	124.73
LOW	122.55
0.618	119.02
1.000	116.84
1.618	113.31
2.618	107.60
4.250	98.28

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	127.00	127.00
PP	126.20	126.20
S1	125.41	125.41

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