NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 140.60 140.18 -0.42 -0.3% 134.80
High 143.67 143.33 -0.34 -0.2% 142.99
Low 139.17 139.95 0.78 0.6% 131.95
Close 140.00 140.97 0.97 0.7% 140.21
Range 4.50 3.38 -1.12 -24.9% 11.04
ATR 4.92 4.81 -0.11 -2.2% 0.00
Volume 277,517 253,428 -24,089 -8.7% 1,342,880
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 151.56 149.64 142.83
R3 148.18 146.26 141.90
R2 144.80 144.80 141.59
R1 142.88 142.88 141.28 143.84
PP 141.42 141.42 141.42 141.90
S1 139.50 139.50 140.66 140.46
S2 138.04 138.04 140.35
S3 134.66 136.12 140.04
S4 131.28 132.74 139.11
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 171.50 166.90 146.28
R3 160.46 155.86 143.25
R2 149.42 149.42 142.23
R1 144.82 144.82 141.22 147.12
PP 138.38 138.38 138.38 139.54
S1 133.78 133.78 139.20 136.08
S2 127.34 127.34 138.19
S3 116.30 122.74 137.17
S4 105.26 111.70 134.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 143.67 131.95 11.72 8.3% 4.92 3.5% 77% False False 269,297
10 143.67 131.75 11.92 8.5% 4.81 3.4% 77% False False 261,177
20 143.67 122.05 21.62 15.3% 5.39 3.8% 88% False False 202,425
40 143.67 119.67 24.00 17.0% 4.60 3.3% 89% False False 139,823
60 143.67 106.05 37.62 26.7% 4.07 2.9% 93% False False 99,794
80 143.67 97.33 46.34 32.9% 3.87 2.7% 94% False False 77,658
100 143.67 91.40 52.27 37.1% 3.52 2.5% 95% False False 63,192
120 143.67 84.33 59.34 42.1% 3.24 2.3% 95% False False 53,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.82
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 157.70
2.618 152.18
1.618 148.80
1.000 146.71
0.618 145.42
HIGH 143.33
0.618 142.04
0.500 141.64
0.382 141.24
LOW 139.95
0.618 137.86
1.000 136.57
1.618 134.48
2.618 131.10
4.250 125.59
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 141.64 141.14
PP 141.42 141.08
S1 141.19 141.03

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

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