NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 135.98 130.44 -5.54 -4.1% 125.35
High 136.25 132.91 -3.34 -2.5% 136.25
Low 129.94 129.88 -0.06 0.0% 124.86
Close 130.54 131.36 0.82 0.6% 131.36
Range 6.31 3.03 -3.28 -52.0% 11.39
ATR 3.61 3.57 -0.04 -1.1% 0.00
Volume 55,310 87,679 32,369 58.5% 268,482
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 140.47 138.95 133.03
R3 137.44 135.92 132.19
R2 134.41 134.41 131.92
R1 132.89 132.89 131.64 133.65
PP 131.38 131.38 131.38 131.77
S1 129.86 129.86 131.08 130.62
S2 128.35 128.35 130.80
S3 125.32 126.83 130.53
S4 122.29 123.80 129.69
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 164.99 159.57 137.62
R3 153.60 148.18 134.49
R2 142.21 142.21 133.45
R1 136.79 136.79 132.40 139.50
PP 130.82 130.82 130.82 132.18
S1 125.40 125.40 130.32 128.11
S2 119.43 119.43 129.27
S3 108.04 114.01 128.23
S4 96.65 102.62 125.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.25 124.86 11.39 8.7% 4.33 3.3% 57% False False 53,696
10 136.25 120.05 16.20 12.3% 3.82 2.9% 70% False False 43,493
20 136.25 107.00 29.25 22.3% 3.61 2.7% 83% False False 34,778
40 136.25 96.62 39.63 30.2% 3.18 2.4% 88% False False 27,295
60 136.25 95.83 40.42 30.8% 3.11 2.4% 88% False False 27,352
80 136.25 85.60 50.65 38.6% 2.88 2.2% 90% False False 24,943
100 136.25 83.90 52.35 39.9% 2.70 2.1% 91% False False 23,162
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 145.79
2.618 140.84
1.618 137.81
1.000 135.94
0.618 134.78
HIGH 132.91
0.618 131.75
0.500 131.40
0.382 131.04
LOW 129.88
0.618 128.01
1.000 126.85
1.618 124.98
2.618 121.95
4.250 117.00
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 131.40 132.70
PP 131.38 132.25
S1 131.37 131.81

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

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