NYMEX Light Sweet Crude Oil Future February 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 123.42 122.89 -0.53 -0.4% 115.35
High 123.42 123.38 -0.04 0.0% 123.78
Low 123.42 122.89 -0.53 -0.4% 115.35
Close 123.42 122.92 -0.50 -0.4% 123.75
Range 0.00 0.49 0.49 8.43
ATR 1.76 1.67 -0.09 -5.0% 0.00
Volume 283 1,039 756 267.1% 3,822
Daily Pivots for day following 14-May-2008
Classic Woodie Camarilla DeMark
R4 124.53 124.22 123.19
R3 124.04 123.73 123.05
R2 123.55 123.55 123.01
R1 123.24 123.24 122.96 123.40
PP 123.06 123.06 123.06 123.14
S1 122.75 122.75 122.88 122.91
S2 122.57 122.57 122.83
S3 122.08 122.26 122.79
S4 121.59 121.77 122.65
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
5 123.78 119.30 4.48 3.6% 0.94 0.8% 81% False False 980
10 123.78 108.15 15.63 12.7% 0.80 0.6% 94% False False 669
20 123.78 108.15 15.63 12.7% 0.47 0.4% 94% False False 489
40 123.78 95.99 27.79 22.6% 0.25 0.2% 97% False False 426
60 123.78 95.18 28.60 23.3% 0.22 0.2% 97% False False 451
80 123.78 84.00 39.78 32.4% 0.19 0.2% 98% False False 388
100 123.78 84.00 39.78 32.4% 0.17 0.1% 98% False False 383
120 123.78 84.00 39.78 32.4% 0.15 0.1% 98% False False 397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.46
2.618 124.66
1.618 124.17
1.000 123.87
0.618 123.68
HIGH 123.38
0.618 123.19
0.500 123.14
0.382 123.08
LOW 122.89
0.618 122.59
1.000 122.40
1.618 122.10
2.618 121.61
4.250 120.81
Fisher Pivots for day following 14-May-2008
Pivot 1 day 3 day
R1 123.14 122.81
PP 123.06 122.71
S1 122.99 122.60

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

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