NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
23-May-2008 27-May-2008 Change Change % Previous Week
Open 130.25 128.47 -1.78 -1.4% 126.40
High 131.13 128.47 -2.66 -2.0% 135.70
Low 130.25 128.47 -1.78 -1.4% 126.30
Close 131.00 128.47 -2.53 -1.9% 131.00
Range 0.88 0.00 -0.88 -100.0% 9.40
ATR 2.08 2.11 0.03 1.5% 0.00
Volume 1,365 909 -456 -33.4% 3,811
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 128.47 128.47 128.47
R3 128.47 128.47 128.47
R2 128.47 128.47 128.47
R1 128.47 128.47 128.47 128.47
PP 128.47 128.47 128.47 128.47
S1 128.47 128.47 128.47 128.47
S2 128.47 128.47 128.47
S3 128.47 128.47 128.47
S4 128.47 128.47 128.47
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 7.3% 2.38 1.9% 23% False False 871
10 135.70 121.82 13.88 10.8% 1.55 1.2% 48% False False 783
20 135.70 108.15 27.55 21.4% 1.18 0.9% 74% False False 698
40 135.70 95.99 39.71 30.9% 0.62 0.5% 82% False False 512
60 135.70 95.99 39.71 30.9% 0.45 0.4% 82% False False 491
80 135.70 86.06 49.64 38.6% 0.38 0.3% 85% False False 439
100 135.70 84.00 51.70 40.2% 0.32 0.2% 86% False False 414
120 135.70 84.00 51.70 40.2% 0.28 0.2% 86% False False 422
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.08
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128.47
2.618 128.47
1.618 128.47
1.000 128.47
0.618 128.47
HIGH 128.47
0.618 128.47
0.500 128.47
0.382 128.47
LOW 128.47
0.618 128.47
1.000 128.47
1.618 128.47
2.618 128.47
4.250 128.47
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 128.47 132.09
PP 128.47 130.88
S1 128.47 129.68

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

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