NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 133.60 133.50 -0.10 -0.1% 137.97
High 135.23 136.88 1.65 1.2% 138.30
Low 132.00 131.82 -0.18 -0.1% 130.80
Close 134.01 136.68 2.67 2.0% 134.86
Range 3.23 5.06 1.83 56.7% 7.50
ATR 5.01 5.01 0.00 0.1% 0.00
Volume 291,340 307,170 15,830 5.4% 2,044,192
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.31 148.55 139.46
R3 145.25 143.49 138.07
R2 140.19 140.19 137.61
R1 138.43 138.43 137.14 139.31
PP 135.13 135.13 135.13 135.57
S1 133.37 133.37 136.22 134.25
S2 130.07 130.07 135.75
S3 125.01 128.31 135.29
S4 119.95 123.25 133.90
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.15 153.51 138.99
R3 149.65 146.01 136.92
R2 142.15 142.15 136.24
R1 138.51 138.51 135.55 136.58
PP 134.65 134.65 134.65 133.69
S1 131.01 131.01 134.17 129.08
S2 127.15 127.15 133.49
S3 119.65 123.51 132.80
S4 112.15 116.01 130.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.89 131.55 8.34 6.1% 4.97 3.6% 62% False False 330,782
10 139.89 121.61 18.28 13.4% 6.23 4.6% 82% False False 357,449
20 139.89 121.61 18.28 13.4% 5.30 3.9% 82% False False 357,203
40 139.89 109.59 30.30 22.2% 4.48 3.3% 89% False False 250,673
60 139.89 98.63 41.26 30.2% 3.94 2.9% 92% False False 181,239
80 139.89 97.51 42.38 31.0% 3.85 2.8% 92% False False 141,207
100 139.89 86.28 53.61 39.2% 3.50 2.6% 94% False False 114,324
120 139.89 85.17 54.72 40.0% 3.21 2.4% 94% False False 96,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.39
2.618 150.13
1.618 145.07
1.000 141.94
0.618 140.01
HIGH 136.88
0.618 134.95
0.500 134.35
0.382 133.75
LOW 131.82
0.618 128.69
1.000 126.76
1.618 123.63
2.618 118.57
4.250 110.32
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 135.90 136.41
PP 135.13 136.13
S1 134.35 135.86

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

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