NYMEX Light Sweet Crude Oil Future August 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	138.69	135.48	-3.21	-2.3%	127.66
High	138.69	138.38	-0.31	-0.2%	139.22
Low	133.36	131.33	-2.03	-1.5%	122.05
Close	134.75	131.86	-2.89	-2.1%	138.70
Range	5.33	7.05	1.72	32.3%	17.17
ATR	4.59	4.76	0.18	3.8%	0.00
Volume	231,984	135,735	-96,249	-41.5%	500,831

Daily Pivots for day following 10-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	155.01	150.48	135.74
R3	147.96	143.43	133.80
R2	140.91	140.91	133.15
R1	136.38	136.38	132.51	135.12
PP	133.86	133.86	133.86	133.23
S1	129.33	129.33	131.21	128.07
S2	126.81	126.81	130.57
S3	119.76	122.28	129.92
S4	112.71	115.23	127.98

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	13.0%	6.66	5.1%	57%	False	False	137,617
10	139.22	122.05	17.17	13.0%	5.72	4.3%	57%	False	False	119,131
20	139.22	120.61	18.61	14.1%	4.74	3.6%	60%	False	False	100,261
40	139.22	108.95	30.27	23.0%	3.95	3.0%	76%	False	False	64,004
60	139.22	97.33	41.89	31.8%	3.65	2.8%	82%	False	False	46,749
80	139.22	94.67	44.55	33.8%	3.41	2.6%	83%	False	False	36,796
100	139.22	84.33	54.89	41.6%	3.07	2.3%	87%	False	False	30,154
120	139.22	84.33	54.89	41.6%	2.75	2.1%	87%	False	False	25,481

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	1.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168.34
2.618	156.84
1.618	149.79
1.000	145.43
0.618	142.74
HIGH	138.38
0.618	135.69
0.500	134.86
0.382	134.02
LOW	131.33
0.618	126.97
1.000	124.28
1.618	119.92
2.618	112.87
4.250	101.37

Fisher Pivots for day following 10-Jun-2008
Pivot	1 day	3 day
R1	134.86	133.68
PP	133.86	133.07
S1	132.86	132.47

Download as Excel Spreadsheet

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

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