NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 137.32 135.38 -1.94 -1.4% 137.52
High 137.92 140.61 2.69 2.0% 138.98
Low 134.45 134.10 -0.35 -0.3% 131.60
Close 135.80 135.88 0.08 0.1% 135.80
Range 3.47 6.51 3.04 87.6% 7.38
ATR 4.76 4.88 0.13 2.6% 0.00
Volume 89,507 57,167 -32,340 -36.1% 381,113
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.39 152.65 139.46
R3 149.88 146.14 137.67
R2 143.37 143.37 137.07
R1 139.63 139.63 136.48 141.50
PP 136.86 136.86 136.86 137.80
S1 133.12 133.12 135.28 134.99
S2 130.35 130.35 134.69
S3 123.84 126.61 134.09
S4 117.33 120.10 132.30
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
5 140.61 131.60 9.01 6.6% 5.85 4.3% 48% True False 67,066
10 140.61 122.27 18.34 13.5% 5.84 4.3% 74% True False 61,636
20 140.61 122.27 18.34 13.5% 5.06 3.7% 74% True False 57,399
40 140.61 108.40 32.21 23.7% 4.16 3.1% 85% True False 37,689
60 140.61 97.83 42.78 31.5% 3.69 2.7% 89% True False 28,011
80 140.61 96.72 43.89 32.3% 3.42 2.5% 89% True False 22,795
100 140.61 86.44 54.17 39.9% 3.07 2.3% 91% True False 18,848
120 140.61 84.70 55.91 41.1% 2.75 2.0% 92% True False 16,007
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 0.84
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 168.28
2.618 157.65
1.618 151.14
1.000 147.12
0.618 144.63
HIGH 140.61
0.618 138.12
0.500 137.36
0.382 136.59
LOW 134.10
0.618 130.08
1.000 127.59
1.618 123.57
2.618 117.06
4.250 106.43
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 137.36 136.63
PP 136.86 136.38
S1 136.37 136.13

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

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