NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 123.05 123.04 -0.01 0.0% 124.50
High 125.63 126.39 0.76 0.6% 126.39
Low 120.05 122.90 2.85 2.4% 120.05
Close 123.05 125.41 2.36 1.9% 125.41
Range 5.58 3.49 -2.09 -37.5% 6.34
ATR 3.18 3.20 0.02 0.7% 0.00
Volume 28,198 32,860 4,662 16.5% 166,450
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 135.37 133.88 127.33
R3 131.88 130.39 126.37
R2 128.39 128.39 126.05
R1 126.90 126.90 125.73 127.65
PP 124.90 124.90 124.90 125.27
S1 123.41 123.41 125.09 124.16
S2 121.41 121.41 124.77
S3 117.92 119.92 124.45
S4 114.43 116.43 123.49
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 142.97 140.53 128.90
R3 136.63 134.19 127.15
R2 130.29 130.29 126.57
R1 127.85 127.85 125.99 129.07
PP 123.95 123.95 123.95 124.56
S1 121.51 121.51 124.83 122.73
S2 117.61 117.61 124.25
S3 111.27 115.17 123.67
S4 104.93 108.83 121.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.39 120.05 6.34 5.1% 3.32 2.6% 85% True False 33,290
10 126.39 112.70 13.69 10.9% 3.33 2.7% 93% True False 31,257
20 126.39 107.00 19.39 15.5% 3.24 2.6% 95% True False 26,605
40 126.39 96.62 29.77 23.7% 2.93 2.3% 97% True False 23,279
60 126.39 94.90 31.49 25.1% 2.94 2.3% 97% True False 24,374
80 126.39 85.60 40.79 32.5% 2.72 2.2% 98% True False 22,708
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.22
2.618 135.53
1.618 132.04
1.000 129.88
0.618 128.55
HIGH 126.39
0.618 125.06
0.500 124.65
0.382 124.23
LOW 122.90
0.618 120.74
1.000 119.41
1.618 117.25
2.618 113.76
4.250 108.07
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 125.16 124.68
PP 124.90 123.95
S1 124.65 123.22

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

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