NYMEX Light Sweet Crude Oil Future February 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 123.07 123.42 0.35 0.3% 115.35
High 123.08 123.42 0.34 0.3% 123.78
Low 121.78 123.42 1.64 1.3% 115.35
Close 122.15 123.42 1.27 1.0% 123.75
Range 1.30 0.00 -1.30 -100.0% 8.43
ATR 1.80 1.76 -0.04 -2.1% 0.00
Volume 849 283 -566 -66.7% 3,822
Daily Pivots for day following 13-May-2008
Classic Woodie Camarilla DeMark
R4 123.42 123.42 123.42
R3 123.42 123.42 123.42
R2 123.42 123.42 123.42
R1 123.42 123.42 123.42 123.42
PP 123.42 123.42 123.42 123.42
S1 123.42 123.42 123.42 123.42
S2 123.42 123.42 123.42
S3 123.42 123.42 123.42
S4 123.42 123.42 123.42
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 146.25 143.43 128.39
R3 137.82 135.00 126.07
R2 129.39 129.39 125.30
R1 126.57 126.57 124.52 127.98
PP 120.96 120.96 120.96 121.67
S1 118.14 118.14 122.98 119.55
S2 112.53 112.53 122.20
S3 104.10 109.71 121.43
S4 95.67 101.28 119.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.78 117.59 6.19 5.0% 1.30 1.1% 94% False False 859
10 123.78 108.15 15.63 12.7% 0.81 0.7% 98% False False 572
20 123.78 108.15 15.63 12.7% 0.45 0.4% 98% False False 477
40 123.78 95.99 27.79 22.5% 0.23 0.2% 99% False False 410
60 123.78 95.18 28.60 23.2% 0.21 0.2% 99% False False 434
80 123.78 84.00 39.78 32.2% 0.18 0.1% 99% False False 380
100 123.78 84.00 39.78 32.2% 0.16 0.1% 99% False False 378
120 123.78 84.00 39.78 32.2% 0.15 0.1% 99% False False 389
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 False
Stretch 0.10
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123.42
2.618 123.42
1.618 123.42
1.000 123.42
0.618 123.42
HIGH 123.42
0.618 123.42
0.500 123.42
0.382 123.42
LOW 123.42
0.618 123.42
1.000 123.42
1.618 123.42
2.618 123.42
4.250 123.42
Fisher Pivots for day following 13-May-2008
Pivot 1 day 3 day
R1 123.42 123.21
PP 123.42 122.99
S1 123.42 122.78

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

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