NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 135.39 130.25 -5.14 -3.8% 126.40
High 135.70 131.13 -4.57 -3.4% 135.70
Low 131.90 130.25 -1.65 -1.3% 126.30
Close 130.44 131.00 0.56 0.4% 131.00
Range 3.80 0.88 -2.92 -76.8% 9.40
ATR 2.18 2.08 -0.09 -4.3% 0.00
Volume 954 1,365 411 43.1% 3,811
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 133.43 133.10 131.48
R3 132.55 132.22 131.24
R2 131.67 131.67 131.16
R1 131.34 131.34 131.08 131.51
PP 130.79 130.79 130.79 130.88
S1 130.46 130.46 130.92 130.63
S2 129.91 129.91 130.84
S3 129.03 129.58 130.76
S4 128.15 128.70 130.52
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 159.20 154.50 136.17
R3 149.80 145.10 133.59
R2 140.40 140.40 132.72
R1 135.70 135.70 131.86 138.05
PP 131.00 131.00 131.00 132.18
S1 126.30 126.30 130.14 128.65
S2 121.60 121.60 129.28
S3 112.20 116.90 128.42
S4 102.80 107.50 125.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.70 126.30 9.40 7.2% 2.38 1.8% 50% False False 762
10 135.70 121.78 13.92 10.6% 1.68 1.3% 66% False False 777
20 135.70 108.15 27.55 21.0% 1.18 0.9% 83% False False 668
40 135.70 95.99 39.71 30.3% 0.62 0.5% 88% False False 493
60 135.70 95.99 39.71 30.3% 0.45 0.3% 88% False False 476
80 135.70 86.06 49.64 37.9% 0.38 0.3% 91% False False 430
100 135.70 84.00 51.70 39.5% 0.32 0.2% 91% False False 405
120 135.70 84.00 51.70 39.5% 0.28 0.2% 91% False False 430
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134.87
2.618 133.43
1.618 132.55
1.000 132.01
0.618 131.67
HIGH 131.13
0.618 130.79
0.500 130.69
0.382 130.59
LOW 130.25
0.618 129.71
1.000 129.37
1.618 128.83
2.618 127.95
4.250 126.51
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 130.90 132.98
PP 130.79 132.32
S1 130.69 131.66

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

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