NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 126.40 126.62 0.22 0.2% 123.07
High 126.40 130.10 3.70 2.9% 125.35
Low 126.40 126.30 -0.10 -0.1% 121.78
Close 126.40 130.03 3.63 2.9% 125.11
Range 0.00 3.80 3.80 3.57
ATR 1.78 1.93 0.14 8.1% 0.00
Volume 365 328 -37 -10.1% 3,963
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 140.21 138.92 132.12
R3 136.41 135.12 131.08
R2 132.61 132.61 130.73
R1 131.32 131.32 130.38 131.97
PP 128.81 128.81 128.81 129.13
S1 127.52 127.52 129.68 128.17
S2 125.01 125.01 129.33
S3 121.21 123.72 128.99
S4 117.41 119.92 127.94
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 134.79 133.52 127.07
R3 131.22 129.95 126.09
R2 127.65 127.65 125.76
R1 126.38 126.38 125.44 127.02
PP 124.08 124.08 124.08 124.40
S1 122.81 122.81 124.78 123.45
S2 120.51 120.51 124.46
S3 116.94 119.24 124.13
S4 113.37 115.67 123.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130.10 121.82 8.28 6.4% 1.48 1.1% 99% True False 704
10 130.10 117.59 12.51 9.6% 1.39 1.1% 99% True False 782
20 130.10 108.15 21.95 16.9% 0.79 0.6% 100% True False 553
40 130.10 95.99 34.11 26.2% 0.42 0.3% 100% True False 429
60 130.10 95.99 34.11 26.2% 0.33 0.3% 100% True False 458
80 130.10 86.06 44.04 33.9% 0.27 0.2% 100% True False 396
100 130.10 84.00 46.10 35.5% 0.24 0.2% 100% True False 378
120 130.10 84.00 46.10 35.5% 0.21 0.2% 100% True False 417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 155 trading days
Fibonacci Retracements and Extensions
4.250 146.25
2.618 140.05
1.618 136.25
1.000 133.90
0.618 132.45
HIGH 130.10
0.618 128.65
0.500 128.20
0.382 127.75
LOW 126.30
0.618 123.95
1.000 122.50
1.618 120.15
2.618 116.35
4.250 110.15
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 129.42 129.20
PP 128.81 128.37
S1 128.20 127.54

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

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