NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 14-May-2008
Day Change Summary
Previous Current
13-May-2008 14-May-2008 Change Change % Previous Week
Open 122.93 124.00 1.07 0.9% 113.03
High 124.98 124.41 -0.57 -0.5% 124.71
Low 121.75 122.90 1.15 0.9% 112.70
Close 124.12 123.43 -0.69 -0.6% 124.51
Range 3.23 1.51 -1.72 -53.3% 12.01
ATR 3.11 3.00 -0.11 -3.7% 0.00
Volume 36,676 27,613 -9,063 -24.7% 146,122
Daily Pivots for day following 14-May-2008
Classic Woodie Camarilla DeMark
R4 128.11 127.28 124.26
R3 126.60 125.77 123.85
R2 125.09 125.09 123.71
R1 124.26 124.26 123.57 123.92
PP 123.58 123.58 123.58 123.41
S1 122.75 122.75 123.29 122.41
S2 122.07 122.07 123.15
S3 120.56 121.24 123.01
S4 119.05 119.73 122.60
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 156.67 152.60 131.12
R3 144.66 140.59 127.81
R2 132.65 132.65 126.71
R1 128.58 128.58 125.61 130.62
PP 120.64 120.64 120.64 121.66
S1 116.57 116.57 123.41 118.61
S2 108.63 108.63 122.31
S3 96.62 104.56 121.21
S4 84.61 92.55 117.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.04 119.59 5.45 4.4% 2.64 2.1% 70% False False 34,940
10 125.04 107.00 18.04 14.6% 3.37 2.7% 91% False False 30,484
20 125.04 107.00 18.04 14.6% 3.02 2.4% 91% False False 25,682
40 125.04 95.83 29.21 23.7% 2.90 2.3% 94% False False 23,124
60 125.04 94.78 30.26 24.5% 2.88 2.3% 95% False False 23,966
80 125.04 84.50 40.54 32.8% 2.66 2.2% 96% False False 22,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 130.83
2.618 128.36
1.618 126.85
1.000 125.92
0.618 125.34
HIGH 124.41
0.618 123.83
0.500 123.66
0.382 123.48
LOW 122.90
0.618 121.97
1.000 121.39
1.618 120.46
2.618 118.95
4.250 116.48
Fisher Pivots for day following 14-May-2008
Pivot 1 day 3 day
R1 123.66 123.42
PP 123.58 123.41
S1 123.51 123.40

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

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