NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 27-Jun-2008

Day Change Summary
	Previous	Current
	26-Jun-2008	27-Jun-2008	Change	Change %	Previous Week
Open	135.09	139.80	4.71	3.5%	135.20
High	140.86	143.54	2.68	1.9%	143.54
Low	134.23	139.13	4.90	3.7%	132.51
Close	140.16	140.75	0.59	0.4%	140.75
Range	6.63	4.41	-2.22	-33.5%	11.03
ATR	4.88	4.84	-0.03	-0.7%	0.00
Volume	78,239	75,929	-2,310	-3.0%	347,459

Daily Pivots for day following 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	154.37	151.97	143.18
R3	149.96	147.56	141.96
R2	145.55	145.55	141.56
R1	143.15	143.15	141.15	144.35
PP	141.14	141.14	141.14	141.74
S1	138.74	138.74	140.35	139.94
S2	136.73	136.73	139.94
S3	132.32	134.33	139.54
S4	127.91	129.92	138.32

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	172.02	167.42	146.82
R3	160.99	156.39	143.78
R2	149.96	149.96	142.77
R1	145.36	145.36	141.76	147.66
PP	138.93	138.93	138.93	140.09
S1	134.33	134.33	139.74	136.63
S2	127.90	127.90	138.73
S3	116.87	123.30	137.72
S4	105.84	112.27	134.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143.54	132.51	11.03	7.8%	4.66	3.3%	75%	True	False	69,491
10	143.54	132.25	11.29	8.0%	4.93	3.5%	75%	True	False	62,561
20	143.54	122.27	21.27	15.1%	5.26	3.7%	87%	True	False	61,437
40	143.54	114.22	29.32	20.8%	4.48	3.2%	90%	True	False	48,579
60	143.54	104.18	39.36	28.0%	3.92	2.8%	93%	True	False	36,229
80	143.54	96.72	46.82	33.3%	3.71	2.6%	94%	True	False	29,251
100	143.54	88.59	54.95	39.0%	3.37	2.4%	95%	True	False	24,349
120	143.54	84.70	58.84	41.8%	3.03	2.2%	95%	True	False	20,616

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.99
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	162.28
2.618	155.09
1.618	150.68
1.000	147.95
0.618	146.27
HIGH	143.54
0.618	141.86
0.500	141.34
0.382	140.81
LOW	139.13
0.618	136.40
1.000	134.72
1.618	131.99
2.618	127.58
4.250	120.39

Fisher Pivots for day following 27-Jun-2008
Pivot	1 day	3 day
R1	141.34	139.84
PP	141.14	138.93
S1	140.95	138.03

Download as Excel Spreadsheet

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

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