NYMEX Light Sweet Crude Oil Future August 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 134.47 134.00 -0.47 -0.3% 138.69
High 135.91 137.34 1.43 1.1% 138.85
Low 132.67 132.41 -0.26 -0.2% 131.33
Close 134.53 137.17 2.64 2.0% 135.47
Range 3.24 4.93 1.69 52.2% 7.52
ATR 4.90 4.90 0.00 0.1% 0.00
Volume 147,755 162,789 15,034 10.2% 850,787
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.43 148.73 139.88
R3 145.50 143.80 138.53
R2 140.57 140.57 138.07
R1 138.87 138.87 137.62 139.72
PP 135.64 135.64 135.64 136.07
S1 133.94 133.94 136.72 134.79
S2 130.71 130.71 136.27
S3 125.78 129.01 135.81
S4 120.85 124.08 134.46
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
5 140.42 132.25 8.17 6.0% 4.87 3.6% 60% False False 149,616
10 140.42 122.05 18.37 13.4% 6.14 4.5% 82% False False 151,267
20 140.42 122.05 18.37 13.4% 5.20 3.8% 82% False False 130,622
40 140.42 108.95 31.47 22.9% 4.38 3.2% 90% False False 84,432
60 140.42 98.20 42.22 30.8% 3.84 2.8% 92% False False 60,911
80 140.42 97.33 43.09 31.4% 3.63 2.6% 92% False False 47,844
100 140.42 86.15 54.27 39.6% 3.27 2.4% 94% False False 38,929
120 140.42 84.33 56.09 40.9% 2.99 2.2% 94% False False 32,976
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 1.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158.29
2.618 150.25
1.618 145.32
1.000 142.27
0.618 140.39
HIGH 137.34
0.618 135.46
0.500 134.88
0.382 134.29
LOW 132.41
0.618 129.36
1.000 127.48
1.618 124.43
2.618 119.50
4.250 111.46
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 136.41 136.92
PP 135.64 136.67
S1 134.88 136.42

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

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