NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 135.02 131.79 -3.23 -2.4% 127.63
High 137.98 138.30 0.32 0.2% 139.12
Low 130.80 131.35 0.55 0.4% 121.61
Close 131.31 136.38 5.07 3.9% 138.54
Range 7.18 6.95 -0.23 -3.2% 17.51
ATR 4.89 5.04 0.15 3.1% 0.00
Volume 348,554 394,361 45,807 13.1% 1,584,186
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.19 153.24 140.20
R3 149.24 146.29 138.29
R2 142.29 142.29 137.65
R1 139.34 139.34 137.02 140.82
PP 135.34 135.34 135.34 136.08
S1 132.39 132.39 135.74 133.87
S2 128.39 128.39 135.11
S3 121.44 125.44 134.47
S4 114.49 118.49 132.56
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 12.8% 7.49 5.5% 84% False False 384,116
10 139.12 121.61 17.51 12.8% 5.96 4.4% 84% False False 362,998
20 139.12 120.65 18.47 13.5% 5.08 3.7% 85% False False 331,424
40 139.12 109.59 29.53 21.7% 4.16 3.1% 91% False False 214,961
60 139.12 97.58 41.54 30.5% 3.92 2.9% 93% False False 156,152
80 139.12 96.06 43.06 31.6% 3.67 2.7% 94% False False 121,136
100 139.12 85.17 53.95 39.6% 3.36 2.5% 95% False False 98,300
120 139.12 85.17 53.95 39.6% 3.05 2.2% 95% False False 82,573
Crabel Price Patterns
NR True
NR4 False
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 1.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 167.84
2.618 156.50
1.618 149.55
1.000 145.25
0.618 142.60
HIGH 138.30
0.618 135.65
0.500 134.83
0.382 134.00
LOW 131.35
0.618 127.05
1.000 124.40
1.618 120.10
2.618 113.15
4.250 101.81
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 135.86 135.77
PP 135.34 135.16
S1 134.83 134.55

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

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