NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 123.00 122.87 -0.13 -0.1% 115.01
High 123.92 123.14 -0.78 -0.6% 123.92
Low 123.00 122.12 -0.88 -0.7% 115.01
Close 124.12 122.48 -1.64 -1.3% 124.12
Range 0.92 1.02 0.10 10.9% 8.91
ATR 1.98 1.98 0.00 0.1% 0.00
Volume 990 2,078 1,088 109.9% 5,661
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 125.64 125.08 123.04
R3 124.62 124.06 122.76
R2 123.60 123.60 122.67
R1 123.04 123.04 122.57 122.81
PP 122.58 122.58 122.58 122.47
S1 122.02 122.02 122.39 121.79
S2 121.56 121.56 122.29
S3 120.54 121.00 122.20
S4 119.52 119.98 121.92
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 147.75 144.84 129.02
R3 138.84 135.93 126.57
R2 129.93 129.93 125.75
R1 127.02 127.02 124.94 128.48
PP 121.02 121.02 121.02 121.74
S1 118.11 118.11 123.30 119.57
S2 112.11 112.11 122.49
S3 103.20 109.20 121.67
S4 94.29 100.29 119.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.92 116.25 7.67 6.3% 1.62 1.3% 81% False False 1,398
10 123.92 108.57 15.35 12.5% 1.10 0.9% 91% False False 902
20 123.92 106.04 17.88 14.6% 1.01 0.8% 92% False False 695
40 123.92 96.69 27.23 22.2% 1.17 1.0% 95% False False 625
60 123.92 92.74 31.18 25.5% 0.90 0.7% 95% False False 679
80 123.92 84.44 39.48 32.2% 0.72 0.6% 96% False False 665
100 123.92 84.44 39.48 32.2% 0.61 0.5% 96% False False 604
120 123.92 83.94 39.98 32.6% 0.69 0.6% 96% False False 643
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.48
2.618 125.81
1.618 124.79
1.000 124.16
0.618 123.77
HIGH 123.14
0.618 122.75
0.500 122.63
0.382 122.51
LOW 122.12
0.618 121.49
1.000 121.10
1.618 120.47
2.618 119.45
4.250 117.79
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 122.63 122.29
PP 122.58 122.11
S1 122.53 121.92

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

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