NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 116.88 114.50 -2.38 -2.0% 125.50
High 116.90 115.80 -1.10 -0.9% 126.50
Low 114.08 114.50 0.42 0.4% 116.00
Close 115.72 114.18 -1.54 -1.3% 116.27
Range 2.82 1.30 -1.52 -53.9% 10.50
ATR 3.25 3.11 -0.14 -4.3% 0.00
Volume 3,170 3,419 249 7.9% 16,109
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 118.73 117.75 114.90
R3 117.43 116.45 114.54
R2 116.13 116.13 114.42
R1 115.15 115.15 114.30 114.99
PP 114.83 114.83 114.83 114.75
S1 113.85 113.85 114.06 113.69
S2 113.53 113.53 113.94
S3 112.23 112.55 113.82
S4 110.93 111.25 113.47
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 151.09 144.18 122.05
R3 140.59 133.68 119.16
R2 130.09 130.09 118.20
R1 123.18 123.18 117.23 121.39
PP 119.59 119.59 119.59 118.69
S1 112.68 112.68 115.31 110.89
S2 109.09 109.09 114.35
S3 98.59 102.18 113.38
S4 88.09 91.68 110.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119.75 114.08 5.67 5.0% 1.31 1.1% 2% False False 3,203
10 129.18 114.08 15.10 13.2% 2.65 2.3% 1% False False 3,443
20 140.00 114.08 25.92 22.7% 2.66 2.3% 0% False False 3,896
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121.33
2.618 119.20
1.618 117.90
1.000 117.10
0.618 116.60
HIGH 115.80
0.618 115.30
0.500 115.15
0.382 115.00
LOW 114.50
0.618 113.70
1.000 113.20
1.618 112.40
2.618 111.10
4.250 108.98
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 115.15 115.49
PP 114.83 115.05
S1 114.50 114.62

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

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