NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 03-Jul-2008

Day Change Summary
	Previous	Current
	02-Jul-2008	03-Jul-2008	Change	Change %	Previous Week
Open	142.07	144.65	2.58	1.8%	135.20
High	144.94	146.43	1.49	1.0%	143.54
Low	140.70	143.81	3.11	2.2%	132.51
Close	144.14	145.86	1.72	1.2%	140.75
Range	4.24	2.62	-1.62	-38.2%	11.03
ATR	4.68	4.53	-0.15	-3.1%	0.00
Volume	70,679	77,975	7,296	10.3%	347,459

Daily Pivots for day following 03-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	153.23	152.16	147.30
R3	150.61	149.54	146.58
R2	147.99	147.99	146.34
R1	146.92	146.92	146.10	147.46
PP	145.37	145.37	145.37	145.63
S1	144.30	144.30	145.62	144.84
S2	142.75	142.75	145.38
S3	140.13	141.68	145.14
S4	137.51	139.06	144.42

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	146.43	139.13	7.30	5.0%	3.82	2.6%	92%	True	False	74,205
10	146.43	132.25	14.18	9.7%	4.35	3.0%	96%	True	False	69,819
20	146.43	128.31	18.12	12.4%	5.12	3.5%	97%	True	False	67,758
40	146.43	120.49	25.94	17.8%	4.50	3.1%	98%	True	False	54,350
60	146.43	106.75	39.68	27.2%	3.99	2.7%	99%	True	False	40,471
80	146.43	96.72	49.71	34.1%	3.79	2.6%	99%	True	False	32,489
100	146.43	93.00	53.43	36.6%	3.43	2.4%	99%	True	False	27,145
120	146.43	84.70	61.73	42.3%	3.12	2.1%	99%	True	False	23,022

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.85
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	157.57
2.618	153.29
1.618	150.67
1.000	149.05
0.618	148.05
HIGH	146.43
0.618	145.43
0.500	145.12
0.382	144.81
LOW	143.81
0.618	142.19
1.000	141.19
1.618	139.57
2.618	136.95
4.250	132.68

Fisher Pivots for day following 03-Jul-2008
Pivot	1 day	3 day
R1	145.61	145.07
PP	145.37	144.27
S1	145.12	143.48

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