NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 120.10 121.48 1.38 1.1% 116.40
High 123.85 121.48 -2.37 -1.9% 123.85
Low 119.79 117.23 -2.56 -2.1% 113.50
Close 123.75 117.23 -6.52 -5.3% 117.23
Range 4.06 4.25 0.19 4.7% 10.35
ATR 2.91 3.17 0.26 8.8% 0.00
Volume 2,267 3,667 1,400 61.8% 12,973
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 131.40 128.56 119.57
R3 127.15 124.31 118.40
R2 122.90 122.90 118.01
R1 120.06 120.06 117.62 119.36
PP 118.65 118.65 118.65 118.29
S1 115.81 115.81 116.84 115.11
S2 114.40 114.40 116.45
S3 110.15 111.56 116.06
S4 105.90 107.31 114.89
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 149.24 143.59 122.92
R3 138.89 133.24 120.08
R2 128.54 128.54 119.13
R1 122.89 122.89 118.18 125.72
PP 118.19 118.19 118.19 119.61
S1 112.54 112.54 116.28 115.37
S2 107.84 107.84 115.33
S3 97.49 102.19 114.38
S4 87.14 91.84 111.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.85 113.50 10.35 8.8% 2.60 2.2% 36% False False 2,594
10 123.85 113.39 10.46 8.9% 2.20 1.9% 37% False False 3,273
20 129.18 113.39 15.79 13.5% 2.44 2.1% 24% False False 3,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 139.54
2.618 132.61
1.618 128.36
1.000 125.73
0.618 124.11
HIGH 121.48
0.618 119.86
0.500 119.36
0.382 118.85
LOW 117.23
0.618 114.60
1.000 112.98
1.618 110.35
2.618 106.10
4.250 99.17
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 119.36 119.65
PP 118.65 118.84
S1 117.94 118.04

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

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