NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 09-May-2008
Day Change Summary
Previous Current
08-May-2008 09-May-2008 Change Change % Previous Week
Open 120.30 123.00 2.70 2.2% 115.01
High 121.91 123.92 2.01 1.6% 123.92
Low 119.92 123.00 3.08 2.6% 115.01
Close 121.15 124.12 2.97 2.5% 124.12
Range 1.99 0.92 -1.07 -53.8% 8.91
ATR 1.92 1.98 0.06 3.1% 0.00
Volume 2,027 990 -1,037 -51.2% 5,661
Daily Pivots for day following 09-May-2008
Classic Woodie Camarilla DeMark
R4 126.44 126.20 124.63
R3 125.52 125.28 124.37
R2 124.60 124.60 124.29
R1 124.36 124.36 124.20 124.48
PP 123.68 123.68 123.68 123.74
S1 123.44 123.44 124.04 123.56
S2 122.76 122.76 123.95
S3 121.84 122.52 123.87
S4 120.92 121.60 123.61
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 147.75 144.84 129.02
R3 138.84 135.93 126.57
R2 129.93 129.93 125.75
R1 127.02 127.02 124.94 128.48
PP 121.02 121.02 121.02 121.74
S1 118.11 118.11 123.30 119.57
S2 112.11 112.11 122.49
S3 103.20 109.20 121.67
S4 94.29 100.29 119.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.92 115.01 8.91 7.2% 1.65 1.3% 102% True False 1,132
10 123.92 108.57 15.35 12.4% 1.05 0.8% 101% True False 779
20 123.92 106.04 17.88 14.4% 0.98 0.8% 101% True False 640
40 123.92 96.69 27.23 21.9% 1.17 0.9% 101% True False 584
60 123.92 92.74 31.18 25.1% 0.88 0.7% 101% True False 654
80 123.92 84.44 39.48 31.8% 0.71 0.6% 101% True False 644
100 123.92 84.44 39.48 31.8% 0.59 0.5% 101% True False 588
120 123.92 83.94 39.98 32.2% 0.70 0.6% 101% True False 635
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127.83
2.618 126.33
1.618 125.41
1.000 124.84
0.618 124.49
HIGH 123.92
0.618 123.57
0.500 123.46
0.382 123.35
LOW 123.00
0.618 122.43
1.000 122.08
1.618 121.51
2.618 120.59
4.250 119.09
Fisher Pivots for day following 09-May-2008
Pivot 1 day 3 day
R1 123.90 123.05
PP 123.68 121.98
S1 123.46 120.91

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

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