NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 124.83 125.45 0.62 0.5% 122.87
High 124.83 125.96 1.13 0.9% 125.96
Low 121.97 125.00 3.03 2.5% 121.97
Close 122.82 125.26 2.44 2.0% 125.26
Range 2.86 0.96 -1.90 -66.4% 3.99
ATR 1.94 2.03 0.09 4.4% 0.00
Volume 1,669 1,096 -573 -34.3% 8,781
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 128.29 127.73 125.79
R3 127.33 126.77 125.52
R2 126.37 126.37 125.44
R1 125.81 125.81 125.35 125.61
PP 125.41 125.41 125.41 125.31
S1 124.85 124.85 125.17 124.65
S2 124.45 124.45 125.08
S3 123.49 123.89 125.00
S4 122.53 122.93 124.73
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 136.37 134.80 127.45
R3 132.38 130.81 126.36
R2 128.39 128.39 125.99
R1 126.82 126.82 125.63 127.61
PP 124.40 124.40 124.40 124.79
S1 122.83 122.83 124.89 123.62
S2 120.41 120.41 124.53
S3 116.42 118.84 124.16
S4 112.43 114.85 123.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.96 121.97 3.99 3.2% 1.43 1.1% 82% True False 1,756
10 125.96 115.01 10.95 8.7% 1.54 1.2% 94% True False 1,444
20 125.96 108.57 17.39 13.9% 1.10 0.9% 96% True False 920
40 125.96 96.69 29.27 23.4% 1.26 1.0% 98% True False 720
60 125.96 95.30 30.66 24.5% 0.96 0.8% 98% True False 711
80 125.96 86.00 39.96 31.9% 0.79 0.6% 98% True False 715
100 125.96 84.44 41.52 33.1% 0.65 0.5% 98% True False 650
120 125.96 83.94 42.02 33.5% 0.72 0.6% 98% True False 666
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130.04
2.618 128.47
1.618 127.51
1.000 126.92
0.618 126.55
HIGH 125.96
0.618 125.59
0.500 125.48
0.382 125.37
LOW 125.00
0.618 124.41
1.000 124.04
1.618 123.45
2.618 122.49
4.250 120.92
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 125.48 124.83
PP 125.41 124.40
S1 125.33 123.97

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

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