NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 15-May-2008
Day Change Summary
Previous Current
14-May-2008 15-May-2008 Change Change % Previous Week
Open 124.63 123.50 -1.13 -0.9% 114.70
High 124.90 125.90 1.00 0.8% 125.30
Low 123.47 120.30 -3.17 -2.6% 114.00
Close 123.78 123.37 -0.41 -0.3% 125.14
Range 1.43 5.60 4.17 291.6% 11.30
ATR 2.79 2.99 0.20 7.2% 0.00
Volume 7,409 7,701 292 3.9% 38,840
Daily Pivots for day following 15-May-2008
Classic Woodie Camarilla DeMark
R4 139.99 137.28 126.45
R3 134.39 131.68 124.91
R2 128.79 128.79 124.40
R1 126.08 126.08 123.88 124.64
PP 123.19 123.19 123.19 122.47
S1 120.48 120.48 122.86 119.04
S2 117.59 117.59 122.34
S3 111.99 114.88 121.83
S4 106.39 109.28 120.29
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
5 125.90 120.30 5.60 4.5% 3.08 2.5% 55% True True 9,660
10 125.90 109.31 16.59 13.4% 3.32 2.7% 85% True False 8,377
20 125.90 108.00 17.90 14.5% 3.07 2.5% 86% True False 7,042
40 125.90 96.67 29.23 23.7% 2.58 2.1% 91% True False 5,893
60 125.90 95.61 30.29 24.6% 2.33 1.9% 92% True False 4,806
80 125.90 86.34 39.56 32.1% 2.04 1.7% 94% True False 3,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 149.70
2.618 140.56
1.618 134.96
1.000 131.50
0.618 129.36
HIGH 125.90
0.618 123.76
0.500 123.10
0.382 122.44
LOW 120.30
0.618 116.84
1.000 114.70
1.618 111.24
2.618 105.64
4.250 96.50
Fisher Pivots for day following 15-May-2008
Pivot 1 day 3 day
R1 123.28 123.28
PP 123.19 123.19
S1 123.10 123.10

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

View Archives - Comment on this page... - Back to Index of Symbols