NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 121.48 117.80 -3.68 -3.0% 116.40
High 121.48 118.25 -3.23 -2.7% 123.85
Low 117.23 117.19 -0.04 0.0% 113.50
Close 117.23 118.01 0.78 0.7% 117.23
Range 4.25 1.06 -3.19 -75.1% 10.35
ATR 3.17 3.02 -0.15 -4.8% 0.00
Volume 3,667 1,631 -2,036 -55.5% 12,973
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 121.00 120.56 118.59
R3 119.94 119.50 118.30
R2 118.88 118.88 118.20
R1 118.44 118.44 118.11 118.66
PP 117.82 117.82 117.82 117.93
S1 117.38 117.38 117.91 117.60
S2 116.76 116.76 117.82
S3 115.70 116.32 117.72
S4 114.64 115.26 117.43
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% 2.53 2.1% 44% False False 2,622
10 123.85 113.39 10.46 8.9% 2.03 1.7% 44% False False 3,119
20 129.18 113.39 15.79 13.4% 2.44 2.1% 29% False False 3,241
Crabel Price Patterns
NR True
NR4 True
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122.76
2.618 121.03
1.618 119.97
1.000 119.31
0.618 118.91
HIGH 118.25
0.618 117.85
0.500 117.72
0.382 117.59
LOW 117.19
0.618 116.53
1.000 116.13
1.618 115.47
2.618 114.41
4.250 112.69
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 117.91 120.52
PP 117.82 119.68
S1 117.72 118.85

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

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