NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 08-May-2008
Day Change Summary
Previous Current
07-May-2008 08-May-2008 Change Change % Previous Week
Open 118.05 119.80 1.75 1.5% 113.48
High 119.91 121.39 1.48 1.2% 113.48
Low 117.59 119.30 1.71 1.5% 108.15
Close 119.85 120.74 0.89 0.7% 112.18
Range 2.32 2.09 -0.23 -9.9% 5.33
ATR 1.65 1.69 0.03 1.9% 0.00
Volume 437 1,463 1,026 234.8% 1,773
Daily Pivots for day following 08-May-2008
Classic Woodie Camarilla DeMark
R4 126.75 125.83 121.89
R3 124.66 123.74 121.31
R2 122.57 122.57 121.12
R1 121.65 121.65 120.93 122.11
PP 120.48 120.48 120.48 120.71
S1 119.56 119.56 120.55 120.02
S2 118.39 118.39 120.36
S3 116.30 117.47 120.17
S4 114.21 115.38 119.59
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 127.26 125.05 115.11
R3 121.93 119.72 113.65
R2 116.60 116.60 113.16
R1 114.39 114.39 112.67 112.83
PP 111.27 111.27 111.27 110.49
S1 109.06 109.06 111.69 107.50
S2 105.94 105.94 111.20
S3 100.61 103.73 110.71
S4 95.28 98.40 109.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121.39 111.50 9.89 8.2% 1.08 0.9% 93% True False 532
10 121.39 108.15 13.24 11.0% 0.60 0.5% 95% True False 466
20 121.39 105.34 16.05 13.3% 0.35 0.3% 96% True False 431
40 121.39 95.99 25.40 21.0% 0.21 0.2% 97% True False 422
60 121.39 91.39 30.00 24.8% 0.17 0.1% 98% True False 410
80 121.39 84.00 37.39 31.0% 0.16 0.1% 98% True False 362
100 121.39 84.00 37.39 31.0% 0.14 0.1% 98% True False 362
120 121.39 83.78 37.61 31.1% 0.13 0.1% 98% True False 378
Crabel Price Patterns
NR True
NR4 False
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 0.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.27
2.618 126.86
1.618 124.77
1.000 123.48
0.618 122.68
HIGH 121.39
0.618 120.59
0.500 120.35
0.382 120.10
LOW 119.30
0.618 118.01
1.000 117.21
1.618 115.92
2.618 113.83
4.250 110.42
Fisher Pivots for day following 08-May-2008
Pivot 1 day 3 day
R1 120.61 120.29
PP 120.48 119.83
S1 120.35 119.38

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

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