NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 141.29 140.70 -0.59 -0.4% 135.20
High 144.22 143.90 -0.32 -0.2% 143.54
Low 139.79 140.52 0.73 0.5% 132.51
Close 140.58 141.58 1.00 0.7% 140.75
Range 4.43 3.38 -1.05 -23.7% 11.03
ATR 4.81 4.71 -0.10 -2.1% 0.00
Volume 81,864 64,581 -17,283 -21.1% 347,459
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 152.14 150.24 143.44
R3 148.76 146.86 142.51
R2 145.38 145.38 142.20
R1 143.48 143.48 141.89 144.43
PP 142.00 142.00 142.00 142.48
S1 140.10 140.10 141.27 141.05
S2 138.62 138.62 140.96
S3 135.24 136.72 140.65
S4 131.86 133.34 139.72
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% 4.88 3.4% 77% False False 73,547
10 144.22 132.25 11.97 8.5% 4.74 3.4% 78% False False 65,207
20 144.22 122.27 21.95 15.5% 5.25 3.7% 88% False False 64,744
40 144.22 119.18 25.04 17.7% 4.48 3.2% 89% False False 51,558
60 144.22 105.39 38.83 27.4% 3.97 2.8% 93% False False 38,435
80 144.22 96.72 47.50 33.5% 3.75 2.6% 94% False False 30,940
100 144.22 91.20 53.02 37.4% 3.39 2.4% 95% False False 25,755
120 144.22 84.70 59.52 42.0% 3.09 2.2% 96% False False 21,796
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.93
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 158.27
2.618 152.75
1.618 149.37
1.000 147.28
0.618 145.99
HIGH 143.90
0.618 142.61
0.500 142.21
0.382 141.81
LOW 140.52
0.618 138.43
1.000 137.14
1.618 135.05
2.618 131.67
4.250 126.16
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 142.21 141.68
PP 142.00 141.64
S1 141.79 141.61

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

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