NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 137.25 137.07 -0.18 -0.1% 135.08
High 138.75 137.58 -1.17 -0.8% 140.42
Low 135.90 131.95 -3.95 -2.9% 131.75
Close 137.00 134.55 -2.45 -1.8% 135.36
Range 2.85 5.63 2.78 97.5% 8.67
ATR 4.81 4.87 0.06 1.2% 0.00
Volume 248,738 229,371 -19,367 -7.8% 1,003,525
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 151.58 148.70 137.65
R3 145.95 143.07 136.10
R2 140.32 140.32 135.58
R1 137.44 137.44 135.07 136.07
PP 134.69 134.69 134.69 134.01
S1 131.81 131.81 134.03 130.44
S2 129.06 129.06 133.52
S3 123.43 126.18 133.00
S4 117.80 120.55 131.45
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 161.85 157.28 140.13
R3 153.18 148.61 137.74
R2 144.51 144.51 136.95
R1 139.94 139.94 136.15 142.23
PP 135.84 135.84 135.84 136.99
S1 131.27 131.27 134.57 133.56
S2 127.17 127.17 133.77
S3 118.50 122.60 132.98
S4 109.83 113.93 130.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.75 131.75 7.00 5.2% 4.85 3.6% 40% False False 266,374
10 140.42 131.75 8.67 6.4% 4.86 3.6% 32% False False 207,995
20 140.42 122.05 18.37 13.7% 5.37 4.0% 68% False False 167,273
40 140.42 108.95 31.47 23.4% 4.57 3.4% 81% False False 114,734
60 140.42 101.52 38.90 28.9% 3.92 2.9% 85% False False 82,054
80 140.42 97.33 43.09 32.0% 3.78 2.8% 86% False False 64,154
100 140.42 86.15 54.27 40.3% 3.42 2.5% 89% False False 52,134
120 140.42 84.33 56.09 41.7% 3.13 2.3% 90% False False 43,992
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 0.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 161.51
2.618 152.32
1.618 146.69
1.000 143.21
0.618 141.06
HIGH 137.58
0.618 135.43
0.500 134.77
0.382 134.10
LOW 131.95
0.618 128.47
1.000 126.32
1.618 122.84
2.618 117.21
4.250 108.02
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 134.77 135.35
PP 134.69 135.08
S1 134.62 134.82

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

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