NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 127.40 128.86 1.46 1.1% 126.45
High 128.47 129.08 0.61 0.5% 136.08
Low 127.40 128.86 1.46 1.1% 125.65
Close 129.75 126.19 -3.56 -2.7% 131.17
Range 1.07 0.22 -0.85 -79.4% 10.43
ATR 2.48 2.36 -0.11 -4.6% 0.00
Volume 1,694 3,252 1,558 92.0% 15,961
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 128.70 127.67 126.31
R3 128.48 127.45 126.25
R2 128.26 128.26 126.23
R1 127.23 127.23 126.21 127.64
PP 128.04 128.04 128.04 128.25
S1 127.01 127.01 126.17 127.42
S2 127.82 127.82 126.15
S3 127.60 126.79 126.13
S4 127.38 126.57 126.07
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 162.26 157.14 136.91
R3 151.83 146.71 134.04
R2 141.40 141.40 133.08
R1 136.28 136.28 132.13 138.84
PP 130.97 130.97 130.97 132.25
S1 125.85 125.85 130.21 128.41
S2 120.54 120.54 129.26
S3 110.11 115.42 128.30
S4 99.68 104.99 125.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 136.08 127.40 8.68 6.9% 2.08 1.6% -14% False False 3,439
10 136.08 121.97 14.11 11.2% 2.33 1.8% 30% False False 2,682
20 136.08 108.57 27.51 21.8% 1.74 1.4% 64% False False 1,963
40 136.08 99.24 36.84 29.2% 1.47 1.2% 73% False False 1,255
60 136.08 96.69 39.39 31.2% 1.25 1.0% 75% False False 1,038
80 136.08 86.00 50.08 39.7% 1.03 0.8% 80% False False 989
100 136.08 84.44 51.64 40.9% 0.83 0.7% 81% False False 876
120 136.08 84.44 51.64 40.9% 0.77 0.6% 81% False False 812
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.08
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 130.02
2.618 129.66
1.618 129.44
1.000 129.30
0.618 129.22
HIGH 129.08
0.618 129.00
0.500 128.97
0.382 128.94
LOW 128.86
0.618 128.72
1.000 128.64
1.618 128.50
2.618 128.28
4.250 127.93
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 128.97 128.48
PP 128.04 127.72
S1 127.12 126.95

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

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