NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 13-May-2008
Day Change Summary
Previous Current
12-May-2008 13-May-2008 Change Change % Previous Week
Open 122.87 122.35 -0.52 -0.4% 115.01
High 123.14 123.50 0.36 0.3% 123.92
Low 122.12 122.03 -0.09 -0.1% 115.01
Close 122.48 123.77 1.29 1.1% 124.12
Range 1.02 1.47 0.45 44.1% 8.91
ATR 1.98 1.95 -0.04 -1.9% 0.00
Volume 2,078 1,414 -664 -32.0% 5,661
Daily Pivots for day following 13-May-2008
Classic Woodie Camarilla DeMark
R4 127.51 127.11 124.58
R3 126.04 125.64 124.17
R2 124.57 124.57 124.04
R1 124.17 124.17 123.90 124.37
PP 123.10 123.10 123.10 123.20
S1 122.70 122.70 123.64 122.90
S2 121.63 121.63 123.50
S3 120.16 121.23 123.37
S4 118.69 119.76 122.96
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
5 123.92 117.90 6.02 4.9% 1.42 1.1% 98% False False 1,601
10 123.92 108.57 15.35 12.4% 1.24 1.0% 99% False False 1,010
20 123.92 108.57 15.35 12.4% 0.94 0.8% 99% False False 759
40 123.92 96.69 27.23 22.0% 1.20 1.0% 99% False False 653
60 123.92 95.30 28.62 23.1% 0.91 0.7% 99% False False 650
80 123.92 84.44 39.48 31.9% 0.74 0.6% 100% False False 681
100 123.92 84.44 39.48 31.9% 0.61 0.5% 100% False False 613
120 123.92 83.94 39.98 32.3% 0.68 0.6% 100% False False 653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129.75
2.618 127.35
1.618 125.88
1.000 124.97
0.618 124.41
HIGH 123.50
0.618 122.94
0.500 122.77
0.382 122.59
LOW 122.03
0.618 121.12
1.000 120.56
1.618 119.65
2.618 118.18
4.250 115.78
Fisher Pivots for day following 13-May-2008
Pivot 1 day 3 day
R1 123.44 123.51
PP 123.10 123.24
S1 122.77 122.98

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

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