NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 125.29 125.77 0.48 0.4% 115.64
High 126.25 126.33 0.08 0.1% 126.25
Low 124.04 123.56 -0.48 -0.4% 115.00
Close 126.00 124.10 -1.90 -1.5% 126.00
Range 2.21 2.77 0.56 25.3% 11.25
ATR 3.35 3.31 -0.04 -1.2% 0.00
Volume 196,791 163,731 -33,060 -16.8% 645,905
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 132.97 131.31 125.62
R3 130.20 128.54 124.86
R2 127.43 127.43 124.61
R1 125.77 125.77 124.35 125.22
PP 124.66 124.66 124.66 124.39
S1 123.00 123.00 123.85 122.45
S2 121.89 121.89 123.59
S3 119.12 120.23 123.34
S4 116.35 117.46 122.58
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 156.17 152.33 132.19
R3 144.92 141.08 129.09
R2 133.67 133.67 128.06
R1 129.83 129.83 127.03 131.75
PP 122.42 122.42 122.42 123.38
S1 118.58 118.58 124.97 120.50
S2 111.17 111.17 123.94
S3 99.92 107.33 122.91
S4 88.67 96.08 119.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.33 118.85 7.48 6.0% 2.96 2.4% 70% True False 143,521
10 126.33 109.59 16.74 13.5% 3.66 2.9% 87% True False 113,588
20 126.33 109.59 16.74 13.5% 3.21 2.6% 87% True False 84,471
40 126.33 97.58 28.75 23.2% 3.51 2.8% 92% True False 60,658
60 126.33 93.88 32.45 26.1% 3.21 2.6% 93% True False 45,350
80 126.33 85.17 41.16 33.2% 2.91 2.3% 95% True False 35,696
100 126.33 85.17 41.16 33.2% 2.63 2.1% 95% True False 29,296
120 126.33 85.12 41.21 33.2% 2.58 2.1% 95% True False 24,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 138.10
2.618 133.58
1.618 130.81
1.000 129.10
0.618 128.04
HIGH 126.33
0.618 125.27
0.500 124.95
0.382 124.62
LOW 123.56
0.618 121.85
1.000 120.79
1.618 119.08
2.618 116.31
4.250 111.79
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 124.95 124.04
PP 124.66 123.98
S1 124.38 123.92

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

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