NYMEX Light Sweet Crude Oil Future September 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 135.35 134.33 -1.02 -0.8% 137.52
High 136.35 137.69 1.34 1.0% 138.98
Low 133.22 132.96 -0.26 -0.2% 131.60
Close 135.02 137.51 2.49 1.8% 135.80
Range 3.13 4.73 1.60 51.1% 7.38
ATR 4.76 4.75 0.00 0.0% 0.00
Volume 62,820 43,804 -19,016 -30.3% 381,113
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.24 148.61 140.11
R3 145.51 143.88 138.81
R2 140.78 140.78 138.38
R1 139.15 139.15 137.94 139.97
PP 136.05 136.05 136.05 136.46
S1 134.42 134.42 137.08 135.24
S2 131.32 131.32 136.64
S3 126.59 129.69 136.21
S4 121.86 124.96 134.91
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
5 140.61 132.65 7.96 5.8% 4.71 3.4% 61% False False 63,608
10 140.61 122.27 18.34 13.3% 5.93 4.3% 83% False False 64,803
20 140.61 122.27 18.34 13.3% 5.01 3.6% 83% False False 59,306
40 140.61 108.40 32.21 23.4% 4.23 3.1% 90% False False 39,820
60 140.61 97.93 42.68 31.0% 3.72 2.7% 93% False False 29,601
80 140.61 96.72 43.89 31.9% 3.48 2.5% 93% False False 23,960
100 140.61 86.44 54.17 39.4% 3.12 2.3% 94% False False 19,857
120 140.61 84.70 55.91 40.7% 2.80 2.0% 94% False False 16,871
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 1.01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 157.79
2.618 150.07
1.618 145.34
1.000 142.42
0.618 140.61
HIGH 137.69
0.618 135.88
0.500 135.33
0.382 134.77
LOW 132.96
0.618 130.04
1.000 128.23
1.618 125.31
2.618 120.58
4.250 112.86
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 136.78 137.27
PP 136.05 137.03
S1 135.33 136.79

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

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