NYMEX Light Sweet Crude Oil Future October 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 122.90 124.85 1.95 1.6% 114.70
High 125.30 125.48 0.18 0.1% 125.30
Low 122.90 123.00 0.10 0.1% 114.00
Close 125.14 123.35 -1.79 -1.4% 125.14
Range 2.40 2.48 0.08 3.3% 11.30
ATR 2.87 2.84 -0.03 -1.0% 0.00
Volume 11,300 11,591 291 2.6% 38,840
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 131.38 129.85 124.71
R3 128.90 127.37 124.03
R2 126.42 126.42 123.80
R1 124.89 124.89 123.58 124.42
PP 123.94 123.94 123.94 123.71
S1 122.41 122.41 123.12 121.94
S2 121.46 121.46 122.90
S3 118.98 119.93 122.67
S4 116.50 117.45 121.99
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 155.38 151.56 131.36
R3 144.08 140.26 128.25
R2 132.78 132.78 127.21
R1 128.96 128.96 126.18 130.87
PP 121.48 121.48 121.48 122.44
S1 117.66 117.66 124.10 119.57
S2 110.18 110.18 123.07
S3 98.88 106.36 122.03
S4 87.58 95.06 118.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.48 117.55 7.93 6.4% 2.77 2.2% 73% True False 9,100
10 125.48 108.00 17.48 14.2% 3.38 2.7% 88% True False 8,107
20 125.48 107.24 18.24 14.8% 2.85 2.3% 88% True False 6,349
40 125.48 96.67 28.81 23.4% 2.59 2.1% 93% True False 5,563
60 125.48 93.39 32.09 26.0% 2.21 1.8% 93% True False 4,468
80 125.48 84.60 40.88 33.1% 1.95 1.6% 95% True False 3,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136.02
2.618 131.97
1.618 129.49
1.000 127.96
0.618 127.01
HIGH 125.48
0.618 124.53
0.500 124.24
0.382 123.95
LOW 123.00
0.618 121.47
1.000 120.52
1.618 118.99
2.618 116.51
4.250 112.46
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 124.24 123.15
PP 123.94 122.94
S1 123.65 122.74

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

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