NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 137.59 135.09 -2.50 -1.8% 135.38
High 138.05 140.86 2.81 2.0% 140.61
Low 132.51 134.23 1.72 1.3% 132.25
Close 135.08 140.16 5.08 3.8% 135.66
Range 5.54 6.63 1.09 19.7% 8.36
ATR 4.74 4.88 0.13 2.8% 0.00
Volume 67,123 78,239 11,116 16.6% 278,155
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 158.31 155.86 143.81
R3 151.68 149.23 141.98
R2 145.05 145.05 141.38
R1 142.60 142.60 140.77 143.83
PP 138.42 138.42 138.42 139.03
S1 135.97 135.97 139.55 137.20
S2 131.79 131.79 138.94
S3 125.16 129.34 138.34
S4 118.53 122.71 136.51
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 161.25 156.82 140.26
R3 152.89 148.46 137.96
R2 144.53 144.53 137.19
R1 140.10 140.10 136.43 142.32
PP 136.17 136.17 136.17 137.28
S1 131.74 131.74 134.89 133.96
S2 127.81 127.81 134.13
S3 119.45 123.38 133.36
S4 111.09 115.02 131.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.86 132.25 8.61 6.1% 4.88 3.5% 92% True False 65,434
10 140.86 132.25 8.61 6.1% 4.83 3.4% 92% True False 63,919
20 140.86 122.27 18.59 13.3% 5.22 3.7% 96% True False 60,425
40 140.86 109.84 31.02 22.1% 4.48 3.2% 98% True False 47,215
60 140.86 101.77 39.09 27.9% 3.88 2.8% 98% True False 35,123
80 140.86 96.72 44.14 31.5% 3.69 2.6% 98% True False 28,400
100 140.86 86.68 54.18 38.7% 3.33 2.4% 99% True False 23,602
120 140.86 84.70 56.16 40.1% 3.00 2.1% 99% True False 19,990
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.99
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 169.04
2.618 158.22
1.618 151.59
1.000 147.49
0.618 144.96
HIGH 140.86
0.618 138.33
0.500 137.55
0.382 136.76
LOW 134.23
0.618 130.13
1.000 127.60
1.618 123.50
2.618 116.87
4.250 106.05
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 139.29 139.00
PP 138.42 137.84
S1 137.55 136.69

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

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