NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 14-May-2008
Day Change Summary
Previous Current
13-May-2008 14-May-2008 Change Change % Previous Week
Open 122.35 123.04 0.69 0.6% 115.01
High 123.50 123.90 0.40 0.3% 123.92
Low 122.03 123.04 1.01 0.8% 115.01
Close 123.77 123.18 -0.59 -0.5% 124.12
Range 1.47 0.86 -0.61 -41.5% 8.91
ATR 1.95 1.87 -0.08 -4.0% 0.00
Volume 1,414 2,524 1,110 78.5% 5,661
Daily Pivots for day following 14-May-2008
Classic Woodie Camarilla DeMark
R4 125.95 125.43 123.65
R3 125.09 124.57 123.42
R2 124.23 124.23 123.34
R1 123.71 123.71 123.26 123.97
PP 123.37 123.37 123.37 123.51
S1 122.85 122.85 123.10 123.11
S2 122.51 122.51 123.02
S3 121.65 121.99 122.94
S4 120.79 121.13 122.71
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
5 123.92 119.92 4.00 3.2% 1.25 1.0% 82% False False 1,806
10 123.92 108.57 15.35 12.5% 1.16 0.9% 95% False False 1,245
20 123.92 108.57 15.35 12.5% 0.99 0.8% 95% False False 847
40 123.92 96.69 27.23 22.1% 1.18 1.0% 97% False False 700
60 123.92 95.30 28.62 23.2% 0.91 0.7% 97% False False 679
80 123.92 84.44 39.48 32.1% 0.75 0.6% 98% False False 700
100 123.92 84.44 39.48 32.1% 0.62 0.5% 98% False False 635
120 123.92 83.94 39.98 32.5% 0.69 0.6% 98% False False 660
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 127.56
2.618 126.15
1.618 125.29
1.000 124.76
0.618 124.43
HIGH 123.90
0.618 123.57
0.500 123.47
0.382 123.37
LOW 123.04
0.618 122.51
1.000 122.18
1.618 121.65
2.618 120.79
4.250 119.39
Fisher Pivots for day following 14-May-2008
Pivot 1 day 3 day
R1 123.47 123.11
PP 123.37 123.04
S1 123.28 122.97

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

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