NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 134.33 136.94 2.61 1.9% 137.52
High 137.69 138.66 0.97 0.7% 138.98
Low 132.96 132.60 -0.36 -0.3% 131.60
Close 137.51 133.02 -4.49 -3.3% 135.80
Range 4.73 6.06 1.33 28.1% 7.38
ATR 4.75 4.85 0.09 2.0% 0.00
Volume 43,804 58,724 14,920 34.1% 381,113
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 152.94 149.04 136.35
R3 146.88 142.98 134.69
R2 140.82 140.82 134.13
R1 136.92 136.92 133.58 135.84
PP 134.76 134.76 134.76 134.22
S1 130.86 130.86 132.46 129.78
S2 128.70 128.70 131.91
S3 122.64 124.80 131.35
S4 116.58 118.74 129.69
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
5 140.61 132.60 8.01 6.0% 4.78 3.6% 5% False True 62,404
10 140.61 128.31 12.30 9.2% 5.89 4.4% 38% False False 65,698
20 140.61 122.27 18.34 13.8% 5.03 3.8% 59% False False 59,063
40 140.61 108.40 32.21 24.2% 4.29 3.2% 76% False False 41,006
60 140.61 97.93 42.68 32.1% 3.79 2.9% 82% False False 30,407
80 140.61 96.72 43.89 33.0% 3.53 2.7% 83% False False 24,610
100 140.61 86.44 54.17 40.7% 3.17 2.4% 86% False False 20,428
120 140.61 84.70 55.91 42.0% 2.84 2.1% 86% False False 17,340
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 1.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 164.42
2.618 154.53
1.618 148.47
1.000 144.72
0.618 142.41
HIGH 138.66
0.618 136.35
0.500 135.63
0.382 134.91
LOW 132.60
0.618 128.85
1.000 126.54
1.618 122.79
2.618 116.73
4.250 106.85
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 135.63 135.63
PP 134.76 134.76
S1 133.89 133.89

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

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