NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 126.94 126.56 -0.38 -0.3% 124.22
High 126.94 129.81 2.87 2.3% 126.45
Low 125.60 126.56 0.96 0.8% 121.15
Close 126.51 129.76 3.25 2.6% 125.54
Range 1.34 3.25 1.91 142.5% 5.30
ATR 2.34 2.41 0.07 2.9% 0.00
Volume 5,373 4,098 -1,275 -23.7% 30,928
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 138.46 137.36 131.55
R3 135.21 134.11 130.65
R2 131.96 131.96 130.36
R1 130.86 130.86 130.06 131.41
PP 128.71 128.71 128.71 128.99
S1 127.61 127.61 129.46 128.16
S2 125.46 125.46 129.16
S3 122.21 124.36 128.87
S4 118.96 121.11 127.97
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 140.28 138.21 128.46
R3 134.98 132.91 127.00
R2 129.68 129.68 126.51
R1 127.61 127.61 126.03 128.65
PP 124.38 124.38 124.38 124.90
S1 122.31 122.31 125.05 123.35
S2 119.08 119.08 124.57
S3 113.78 117.01 124.08
S4 108.48 111.71 122.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.81 121.15 8.66 6.7% 2.53 1.9% 99% True False 5,149
10 129.81 118.10 11.71 9.0% 2.34 1.8% 100% True False 5,433
20 129.81 107.60 22.21 17.1% 2.32 1.8% 100% True False 4,488
40 129.81 98.15 31.66 24.4% 1.82 1.4% 100% True False 3,343
60 129.81 96.27 33.54 25.8% 1.64 1.3% 100% True False 2,883
80 129.81 86.22 43.59 33.6% 1.48 1.1% 100% True False 2,341
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 143.62
2.618 138.32
1.618 135.07
1.000 133.06
0.618 131.82
HIGH 129.81
0.618 128.57
0.500 128.19
0.382 127.80
LOW 126.56
0.618 124.55
1.000 123.31
1.618 121.30
2.618 118.05
4.250 112.75
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 129.24 128.74
PP 128.71 127.72
S1 128.19 126.71

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

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