NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
23-May-2008 27-May-2008 Change Change % Previous Week
Open 130.44 131.92 1.48 1.1% 125.35
High 132.91 132.66 -0.25 -0.2% 136.25
Low 129.88 128.05 -1.83 -1.4% 124.86
Close 131.36 128.67 -2.69 -2.0% 131.36
Range 3.03 4.61 1.58 52.1% 11.39
ATR 3.57 3.64 0.07 2.1% 0.00
Volume 87,679 55,218 -32,461 -37.0% 268,482
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 143.62 140.76 131.21
R3 139.01 136.15 129.94
R2 134.40 134.40 129.52
R1 131.54 131.54 129.09 130.67
PP 129.79 129.79 129.79 129.36
S1 126.93 126.93 128.25 126.06
S2 125.18 125.18 127.82
S3 120.57 122.32 127.40
S4 115.96 117.71 126.13
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 164.99 159.57 137.62
R3 153.60 148.18 134.49
R2 142.21 142.21 133.45
R1 136.79 136.79 132.40 139.50
PP 130.82 130.82 130.82 132.18
S1 125.40 125.40 130.32 128.11
S2 119.43 119.43 129.27
S3 108.04 114.01 128.23
S4 96.65 102.62 125.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.25 126.36 9.89 7.7% 4.80 3.7% 23% False False 57,850
10 136.25 120.05 16.20 12.6% 4.01 3.1% 53% False False 44,904
20 136.25 107.00 29.25 22.7% 3.76 2.9% 74% False False 36,457
40 136.25 96.62 39.63 30.8% 3.16 2.5% 81% False False 28,212
60 136.25 95.83 40.42 31.4% 3.17 2.5% 81% False False 27,883
80 136.25 85.60 50.65 39.4% 2.90 2.3% 85% False False 25,409
100 136.25 83.90 52.35 40.7% 2.73 2.1% 86% False False 23,588
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.25
2.618 144.73
1.618 140.12
1.000 137.27
0.618 135.51
HIGH 132.66
0.618 130.90
0.500 130.36
0.382 129.81
LOW 128.05
0.618 125.20
1.000 123.44
1.618 120.59
2.618 115.98
4.250 108.46
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 130.36 132.15
PP 129.79 130.99
S1 129.23 129.83

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

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