NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 127.48 127.93 0.45 0.4% 126.40
High 128.15 129.65 1.50 1.2% 135.70
Low 127.33 127.70 0.37 0.3% 126.30
Close 129.54 126.04 -3.50 -2.7% 131.00
Range 0.82 1.95 1.13 137.8% 9.40
ATR 2.05 2.04 -0.01 -0.3% 0.00
Volume 736 1,330 594 80.7% 3,811
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 133.65 131.79 127.11
R3 131.70 129.84 126.58
R2 129.75 129.75 126.40
R1 127.89 127.89 126.22 127.85
PP 127.80 127.80 127.80 127.77
S1 125.94 125.94 125.86 125.90
S2 125.85 125.85 125.68
S3 123.90 123.99 125.50
S4 121.95 122.04 124.97
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
5 135.70 127.33 8.37 6.6% 1.49 1.2% -15% False False 1,058
10 135.70 121.82 13.88 11.0% 1.78 1.4% 30% False False 857
20 135.70 108.15 27.55 21.9% 1.29 1.0% 65% False False 763
40 135.70 98.97 36.73 29.1% 0.69 0.5% 74% False False 558
60 135.70 95.99 39.71 31.5% 0.48 0.4% 76% False False 519
80 135.70 86.06 49.64 39.4% 0.41 0.3% 81% False False 463
100 135.70 84.00 51.70 41.0% 0.33 0.3% 81% False False 433
120 135.70 84.00 51.70 41.0% 0.30 0.2% 81% False False 422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137.94
2.618 134.76
1.618 132.81
1.000 131.60
0.618 130.86
HIGH 129.65
0.618 128.91
0.500 128.68
0.382 128.44
LOW 127.70
0.618 126.49
1.000 125.75
1.618 124.54
2.618 122.59
4.250 119.41
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 128.68 128.49
PP 127.80 127.67
S1 126.92 126.86

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

View Archives - Comment on this page... - Back to Index of Symbols