NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 06-May-2008
Day Change Summary
Previous Current
05-May-2008 06-May-2008 Change Change % Previous Week
Open 115.01 116.25 1.24 1.1% 113.69
High 116.18 118.72 2.54 2.2% 113.74
Low 115.01 116.25 1.24 1.1% 108.57
Close 116.21 118.12 1.91 1.6% 112.63
Range 1.17 2.47 1.30 111.1% 5.17
ATR 1.89 1.93 0.04 2.3% 0.00
Volume 748 398 -350 -46.8% 2,133
Daily Pivots for day following 06-May-2008
Classic Woodie Camarilla DeMark
R4 125.11 124.08 119.48
R3 122.64 121.61 118.80
R2 120.17 120.17 118.57
R1 119.14 119.14 118.35 119.66
PP 117.70 117.70 117.70 117.95
S1 116.67 116.67 117.89 117.19
S2 115.23 115.23 117.67
S3 112.76 114.20 117.44
S4 110.29 111.73 116.76
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 127.16 125.06 115.47
R3 121.99 119.89 114.05
R2 116.82 116.82 113.58
R1 114.72 114.72 113.10 113.19
PP 111.65 111.65 111.65 110.88
S1 109.55 109.55 112.16 108.02
S2 106.48 106.48 111.68
S3 101.31 104.38 111.21
S4 96.14 99.21 109.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.72 108.57 10.15 8.6% 1.05 0.9% 94% True False 419
10 118.72 108.57 10.15 8.6% 0.89 0.7% 94% True False 473
20 118.72 101.30 17.42 14.7% 1.10 0.9% 97% True False 536
40 118.72 96.69 22.03 18.7% 1.07 0.9% 97% True False 551
60 118.72 90.95 27.77 23.5% 0.82 0.7% 98% True False 597
80 118.72 84.44 34.28 29.0% 0.65 0.6% 98% True False 604
100 118.72 84.44 34.28 29.0% 0.58 0.5% 98% True False 550
120 118.72 83.14 35.58 30.1% 0.70 0.6% 98% True False 613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 129.22
2.618 125.19
1.618 122.72
1.000 121.19
0.618 120.25
HIGH 118.72
0.618 117.78
0.500 117.49
0.382 117.19
LOW 116.25
0.618 114.72
1.000 113.78
1.618 112.25
2.618 109.78
4.250 105.75
Fisher Pivots for day following 06-May-2008
Pivot 1 day 3 day
R1 117.91 117.20
PP 117.70 116.28
S1 117.49 115.36

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

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