NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 142.32 136.73 -5.59 -3.9% 141.29
High 143.09 139.00 -4.09 -2.9% 146.43
Low 135.90 136.00 0.10 0.1% 139.79
Close 136.73 136.72 -0.01 0.0% 145.86
Range 7.19 3.00 -4.19 -58.3% 6.64
ATR 4.80 4.67 -0.13 -2.7% 0.00
Volume 85,347 154,453 69,106 81.0% 295,099
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 146.24 144.48 138.37
R3 143.24 141.48 137.55
R2 140.24 140.24 137.27
R1 138.48 138.48 137.00 137.86
PP 137.24 137.24 137.24 136.93
S1 135.48 135.48 136.45 134.86
S2 134.24 134.24 136.17
S3 131.24 132.48 135.90
S4 128.24 129.48 135.07
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.95 161.54 149.51
R3 157.31 154.90 147.69
R2 150.67 150.67 147.08
R1 148.26 148.26 146.47 149.47
PP 144.03 144.03 144.03 144.63
S1 141.62 141.62 145.25 142.83
S2 137.39 137.39 144.64
S3 130.75 134.98 144.03
S4 124.11 128.34 142.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.43 135.90 10.53 7.7% 4.38 3.2% 8% False False 90,150
10 146.43 132.51 13.92 10.2% 4.63 3.4% 30% False False 81,848
20 146.43 132.21 14.22 10.4% 4.75 3.5% 32% False False 72,246
40 146.43 120.49 25.94 19.0% 4.67 3.4% 63% False False 59,865
60 146.43 108.40 38.03 27.8% 4.12 3.0% 74% False False 45,115
80 146.43 96.72 49.71 36.4% 3.86 2.8% 80% False False 36,001
100 146.43 94.46 51.97 38.0% 3.54 2.6% 81% False False 30,040
120 146.43 84.70 61.73 45.2% 3.21 2.4% 84% False False 25,514
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 151.75
2.618 146.85
1.618 143.85
1.000 142.00
0.618 140.85
HIGH 139.00
0.618 137.85
0.500 137.50
0.382 137.15
LOW 136.00
0.618 134.15
1.000 133.00
1.618 131.15
2.618 128.15
4.250 123.25
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 137.50 140.47
PP 137.24 139.22
S1 136.98 137.97

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

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