NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 137.51 137.32 -0.19 -0.1% 137.52
High 138.36 137.92 -0.44 -0.3% 138.98
Low 132.65 134.45 1.80 1.4% 131.60
Close 137.68 135.80 -1.88 -1.4% 135.80
Range 5.71 3.47 -2.24 -39.2% 7.38
ATR 4.86 4.76 -0.10 -2.0% 0.00
Volume 64,746 89,507 24,761 38.2% 381,113
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 146.47 144.60 137.71
R3 143.00 141.13 136.75
R2 139.53 139.53 136.44
R1 137.66 137.66 136.12 136.86
PP 136.06 136.06 136.06 135.66
S1 134.19 134.19 135.48 133.39
S2 132.59 132.59 135.16
S3 129.12 130.72 134.85
S4 125.65 127.25 133.89
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.60 154.08 139.86
R3 150.22 146.70 137.83
R2 142.84 142.84 137.15
R1 139.32 139.32 136.48 137.39
PP 135.46 135.46 135.46 134.50
S1 131.94 131.94 135.12 130.01
S2 128.08 128.08 134.45
S3 120.70 124.56 133.77
S4 113.32 117.18 131.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.98 131.60 7.38 5.4% 5.56 4.1% 57% False False 76,222
10 139.02 122.27 16.75 12.3% 5.60 4.1% 81% False False 60,313
20 139.02 122.27 16.75 12.3% 4.85 3.6% 81% False False 55,585
40 139.02 108.40 30.62 22.5% 4.04 3.0% 89% False False 36,450
60 139.02 97.44 41.58 30.6% 3.62 2.7% 92% False False 27,202
80 139.02 95.83 43.19 31.8% 3.36 2.5% 93% False False 22,139
100 139.02 86.44 52.58 38.7% 3.02 2.2% 94% False False 18,303
120 139.02 84.70 54.32 40.0% 2.70 2.0% 94% False False 15,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.90
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 152.67
2.618 147.00
1.618 143.53
1.000 141.39
0.618 140.06
HIGH 137.92
0.618 136.59
0.500 136.19
0.382 135.78
LOW 134.45
0.618 132.31
1.000 130.98
1.618 128.84
2.618 125.37
4.250 119.70
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 136.19 135.73
PP 136.06 135.66
S1 135.93 135.60

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

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