NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 135.08 134.47 -0.61 -0.5% 138.69
High 140.42 135.91 -4.51 -3.2% 138.85
Low 133.57 132.67 -0.90 -0.7% 131.33
Close 135.34 134.53 -0.81 -0.6% 135.47
Range 6.85 3.24 -3.61 -52.7% 7.52
ATR 5.02 4.90 -0.13 -2.5% 0.00
Volume 117,818 147,755 29,937 25.4% 850,787
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 144.09 142.55 136.31
R3 140.85 139.31 135.42
R2 137.61 137.61 135.12
R1 136.07 136.07 134.83 136.84
PP 134.37 134.37 134.37 134.76
S1 132.83 132.83 134.23 133.60
S2 131.13 131.13 133.94
S3 127.89 129.59 133.64
S4 124.65 126.35 132.75
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.78 154.14 139.61
R3 150.26 146.62 137.54
R2 142.74 142.74 136.85
R1 139.10 139.10 136.16 137.16
PP 135.22 135.22 135.22 134.25
S1 131.58 131.58 134.78 129.64
S2 127.70 127.70 134.09
S3 120.18 124.06 133.40
S4 112.66 116.54 131.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.42 131.91 8.51 6.3% 5.27 3.9% 31% False False 149,728
10 140.42 122.05 18.37 13.7% 5.97 4.4% 68% False False 143,672
20 140.42 122.05 18.37 13.7% 5.23 3.9% 68% False False 127,055
40 140.42 108.95 31.47 23.4% 4.30 3.2% 81% False False 80,959
60 140.42 98.20 42.22 31.4% 3.81 2.8% 86% False False 58,395
80 140.42 97.33 43.09 32.0% 3.60 2.7% 86% False False 45,863
100 140.42 86.15 54.27 40.3% 3.23 2.4% 89% False False 37,324
120 140.42 84.33 56.09 41.7% 2.95 2.2% 89% False False 31,670
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.15
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 149.68
2.618 144.39
1.618 141.15
1.000 139.15
0.618 137.91
HIGH 135.91
0.618 134.67
0.500 134.29
0.382 133.91
LOW 132.67
0.618 130.67
1.000 129.43
1.618 127.43
2.618 124.19
4.250 118.90
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 134.45 136.55
PP 134.37 135.87
S1 134.29 135.20

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

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