NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 136.09 138.69 2.60 1.9% 127.66
High 139.22 138.69 -0.53 -0.4% 139.22
Low 128.14 133.36 5.22 4.1% 122.05
Close 138.70 134.75 -3.95 -2.8% 138.70
Range 11.08 5.33 -5.75 -51.9% 17.17
ATR 4.53 4.59 0.06 1.3% 0.00
Volume 126,201 231,984 105,783 83.8% 500,831
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 151.59 148.50 137.68
R3 146.26 143.17 136.22
R2 140.93 140.93 135.73
R1 137.84 137.84 135.24 136.72
PP 135.60 135.60 135.60 135.04
S1 132.51 132.51 134.26 131.39
S2 130.27 130.27 133.77
S3 124.94 127.18 133.28
S4 119.61 121.85 131.82
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 184.83 178.94 148.14
R3 167.66 161.77 143.42
R2 150.49 150.49 141.85
R1 144.60 144.60 140.27 147.55
PP 133.32 133.32 133.32 134.80
S1 127.43 127.43 137.13 130.38
S2 116.15 116.15 135.55
S3 98.98 110.26 133.98
S4 81.81 93.09 129.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.22 122.05 17.17 12.7% 6.05 4.5% 74% False False 129,481
10 139.22 122.05 17.17 12.7% 5.54 4.1% 74% False False 115,919
20 139.22 120.61 18.61 13.8% 4.56 3.4% 76% False False 95,968
40 139.22 108.95 30.27 22.5% 3.83 2.8% 85% False False 60,843
60 139.22 97.33 41.89 31.1% 3.67 2.7% 89% False False 44,603
80 139.22 94.67 44.55 33.1% 3.32 2.5% 90% False False 35,129
100 139.22 84.33 54.89 40.7% 3.02 2.2% 92% False False 28,821
120 139.22 84.33 54.89 40.7% 2.70 2.0% 92% False False 24,360
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 161.34
2.618 152.64
1.618 147.31
1.000 144.02
0.618 141.98
HIGH 138.69
0.618 136.65
0.500 136.03
0.382 135.40
LOW 133.36
0.618 130.07
1.000 128.03
1.618 124.74
2.618 119.41
4.250 110.71
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 136.03 133.38
PP 135.60 132.01
S1 135.18 130.64

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

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