NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 125.12 126.40 1.28 1.0% 123.07
High 125.35 126.40 1.05 0.8% 125.35
Low 124.98 126.40 1.42 1.1% 121.78
Close 125.11 126.40 1.29 1.0% 125.11
Range 0.37 0.00 -0.37 -100.0% 3.57
ATR 1.82 1.78 -0.04 -2.1% 0.00
Volume 704 365 -339 -48.2% 3,963
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 126.40 126.40 126.40
R3 126.40 126.40 126.40
R2 126.40 126.40 126.40
R1 126.40 126.40 126.40 126.40
PP 126.40 126.40 126.40 126.40
S1 126.40 126.40 126.40 126.40
S2 126.40 126.40 126.40
S3 126.40 126.40 126.40
S4 126.40 126.40 126.40
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 134.79 133.52 127.07
R3 131.22 129.95 126.09
R2 127.65 127.65 125.76
R1 126.38 126.38 125.44 127.02
PP 124.08 124.08 124.08 124.40
S1 122.81 122.81 124.78 123.45
S2 120.51 120.51 124.46
S3 116.94 119.24 124.13
S4 113.37 115.67 123.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.40 121.82 4.58 3.6% 0.72 0.6% 100% True False 695
10 126.40 117.37 9.03 7.1% 1.07 0.8% 100% True False 757
20 126.40 108.15 18.25 14.4% 0.63 0.5% 100% True False 539
40 126.40 95.99 30.41 24.1% 0.32 0.3% 100% True False 421
60 126.40 95.99 30.41 24.1% 0.27 0.2% 100% True False 468
80 126.40 86.06 40.34 31.9% 0.23 0.2% 100% True False 396
100 126.40 84.00 42.40 33.5% 0.20 0.2% 100% True False 377
120 126.40 84.00 42.40 33.5% 0.18 0.1% 100% True False 414
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 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126.40
2.618 126.40
1.618 126.40
1.000 126.40
0.618 126.40
HIGH 126.40
0.618 126.40
0.500 126.40
0.382 126.40
LOW 126.40
0.618 126.40
1.000 126.40
1.618 126.40
2.618 126.40
4.250 126.40
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 126.40 125.64
PP 126.40 124.87
S1 126.40 124.11

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

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