NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 137.97 135.02 -2.95 -2.1% 127.63
High 138.25 137.98 -0.27 -0.2% 139.12
Low 133.00 130.80 -2.20 -1.7% 121.61
Close 134.35 131.31 -3.04 -2.3% 138.54
Range 5.25 7.18 1.93 36.8% 17.51
ATR 4.72 4.89 0.18 3.7% 0.00
Volume 508,749 348,554 -160,195 -31.5% 1,584,186
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 154.90 150.29 135.26
R3 147.72 143.11 133.28
R2 140.54 140.54 132.63
R1 135.93 135.93 131.97 134.65
PP 133.36 133.36 133.36 132.72
S1 128.75 128.75 130.65 127.47
S2 126.18 126.18 129.99
S3 119.00 121.57 129.34
S4 111.82 114.39 127.36
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 13.3% 6.75 5.1% 55% False False 365,467
10 139.12 121.61 17.51 13.3% 5.83 4.4% 55% False False 356,222
20 139.12 120.65 18.47 14.1% 4.83 3.7% 58% False False 320,548
40 139.12 109.59 29.53 22.5% 4.06 3.1% 74% False False 206,123
60 139.12 97.58 41.54 31.6% 3.88 3.0% 81% False False 149,925
80 139.12 94.15 44.97 34.2% 3.64 2.8% 83% False False 116,303
100 139.12 85.17 53.95 41.1% 3.31 2.5% 86% False False 94,389
120 139.12 85.17 53.95 41.1% 3.01 2.3% 86% False False 79,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168.50
2.618 156.78
1.618 149.60
1.000 145.16
0.618 142.42
HIGH 137.98
0.618 135.24
0.500 134.39
0.382 133.54
LOW 130.80
0.618 126.36
1.000 123.62
1.618 119.18
2.618 112.00
4.250 100.29
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 134.39 133.47
PP 133.36 132.75
S1 132.34 132.03

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

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