NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 133.50 136.09 2.59 1.9% 137.97
High 136.88 137.82 0.94 0.7% 138.30
Low 131.82 131.48 -0.34 -0.3% 130.80
Close 136.68 131.93 -4.75 -3.5% 134.86
Range 5.06 6.34 1.28 25.3% 7.50
ATR 5.01 5.11 0.09 1.9% 0.00
Volume 307,170 225,863 -81,307 -26.5% 2,044,192
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 152.76 148.69 135.42
R3 146.42 142.35 133.67
R2 140.08 140.08 133.09
R1 136.01 136.01 132.51 134.88
PP 133.74 133.74 133.74 133.18
S1 129.67 129.67 131.35 128.54
S2 127.40 127.40 130.77
S3 121.06 123.33 130.19
S4 114.72 116.99 128.44
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
5 139.89 131.48 8.41 6.4% 5.06 3.8% 5% False True 301,068
10 139.89 127.81 12.08 9.2% 6.19 4.7% 34% False False 346,481
20 139.89 121.61 18.28 13.9% 5.37 4.1% 56% False False 350,395
40 139.89 109.59 30.30 23.0% 4.54 3.4% 74% False False 254,672
60 139.89 98.63 41.26 31.3% 4.00 3.0% 81% False False 184,110
80 139.89 97.51 42.38 32.1% 3.90 3.0% 81% False False 143,908
100 139.89 86.28 53.61 40.6% 3.55 2.7% 85% False False 116,523
120 139.89 85.17 54.72 41.5% 3.26 2.5% 85% False False 98,079
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 1.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.77
2.618 154.42
1.618 148.08
1.000 144.16
0.618 141.74
HIGH 137.82
0.618 135.40
0.500 134.65
0.382 133.90
LOW 131.48
0.618 127.56
1.000 125.14
1.618 121.22
2.618 114.88
4.250 104.54
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 134.65 134.65
PP 133.74 133.74
S1 132.84 132.84

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

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