NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 122.23 128.20 5.97 4.9% 127.63
High 128.38 139.12 10.74 8.4% 139.12
Low 121.61 127.81 6.20 5.1% 121.61
Close 127.79 138.54 10.75 8.4% 138.54
Range 6.77 11.31 4.54 67.1% 17.51
ATR 4.14 4.66 0.51 12.4% 0.00
Volume 335,547 333,372 -2,175 -0.6% 1,584,186
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 169.09 165.12 144.76
R3 157.78 153.81 141.65
R2 146.47 146.47 140.61
R1 142.50 142.50 139.58 144.49
PP 135.16 135.16 135.16 136.15
S1 131.19 131.19 137.50 133.18
S2 123.85 123.85 136.47
S3 112.54 119.88 135.43
S4 101.23 108.57 132.32
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 185.62 179.59 148.17
R3 168.11 162.08 143.36
R2 150.60 150.60 141.75
R1 144.57 144.57 140.15 147.59
PP 133.09 133.09 133.09 134.60
S1 127.06 127.06 136.93 130.08
S2 115.58 115.58 135.33
S3 98.07 109.55 133.72
S4 80.56 92.04 128.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.12 121.61 17.51 12.6% 5.91 4.3% 97% True False 316,837
10 139.12 121.61 17.51 12.6% 5.32 3.8% 97% True False 345,136
20 139.12 120.65 18.47 13.3% 4.54 3.3% 97% True False 294,745
40 139.12 108.45 30.67 22.1% 3.86 2.8% 98% True False 186,589
60 139.12 97.58 41.54 30.0% 3.83 2.8% 99% True False 136,283
80 139.12 92.91 46.21 33.4% 3.53 2.5% 99% True False 105,714
100 139.12 85.17 53.95 38.9% 3.22 2.3% 99% True False 85,905
120 139.12 85.17 53.95 38.9% 2.94 2.1% 99% True False 72,207
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 1.25
Widest range in 200 trading days
Fibonacci Retracements and Extensions
4.250 187.19
2.618 168.73
1.618 157.42
1.000 150.43
0.618 146.11
HIGH 139.12
0.618 134.80
0.500 133.47
0.382 132.13
LOW 127.81
0.618 120.82
1.000 116.50
1.618 109.51
2.618 98.20
4.250 79.74
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 136.85 135.82
PP 135.16 133.09
S1 133.47 130.37

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

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