NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 139.80 141.29 1.49 1.1% 135.20
High 143.54 144.22 0.68 0.5% 143.54
Low 139.13 139.79 0.66 0.5% 132.51
Close 140.75 140.58 -0.17 -0.1% 140.75
Range 4.41 4.43 0.02 0.5% 11.03
ATR 4.84 4.81 -0.03 -0.6% 0.00
Volume 75,929 81,864 5,935 7.8% 347,459
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 154.82 152.13 143.02
R3 150.39 147.70 141.80
R2 145.96 145.96 141.39
R1 143.27 143.27 140.99 142.40
PP 141.53 141.53 141.53 141.10
S1 138.84 138.84 140.17 137.97
S2 137.10 137.10 139.77
S3 132.67 134.41 139.36
S4 128.24 129.98 138.14
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
5 144.22 132.51 11.71 8.3% 4.74 3.4% 69% True False 72,473
10 144.22 132.25 11.97 8.5% 4.72 3.4% 70% True False 65,031
20 144.22 122.27 21.95 15.6% 5.28 3.8% 83% True False 63,333
40 144.22 117.71 26.51 18.9% 4.48 3.2% 86% True False 50,237
60 144.22 105.00 39.22 27.9% 3.95 2.8% 91% True False 37,507
80 144.22 96.72 47.50 33.8% 3.74 2.7% 92% True False 30,216
100 144.22 90.17 54.05 38.4% 3.39 2.4% 93% True False 25,142
120 144.22 84.70 59.52 42.3% 3.07 2.2% 94% True False 21,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163.05
2.618 155.82
1.618 151.39
1.000 148.65
0.618 146.96
HIGH 144.22
0.618 142.53
0.500 142.01
0.382 141.48
LOW 139.79
0.618 137.05
1.000 135.36
1.618 132.62
2.618 128.19
4.250 120.96
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 142.01 140.13
PP 141.53 139.68
S1 141.06 139.23

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

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