NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 127.93 125.30 -2.63 -2.1% 128.47
High 129.65 125.30 -4.35 -3.4% 129.65
Low 127.70 124.75 -2.95 -2.3% 124.75
Close 126.04 126.50 0.46 0.4% 126.50
Range 1.95 0.55 -1.40 -71.8% 4.90
ATR 2.04 1.98 -0.05 -2.6% 0.00
Volume 1,330 807 -523 -39.3% 3,782
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 127.17 127.38 126.80
R3 126.62 126.83 126.65
R2 126.07 126.07 126.60
R1 126.28 126.28 126.55 126.18
PP 125.52 125.52 125.52 125.46
S1 125.73 125.73 126.45 125.63
S2 124.97 124.97 126.40
S3 124.42 125.18 126.35
S4 123.87 124.63 126.20
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 141.67 138.98 129.20
R3 136.77 134.08 127.85
R2 131.87 131.87 127.40
R1 129.18 129.18 126.95 128.08
PP 126.97 126.97 126.97 126.41
S1 124.28 124.28 126.05 123.18
S2 122.07 122.07 125.60
S3 117.17 119.38 125.15
S4 112.27 114.48 123.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131.13 124.75 6.38 5.0% 0.84 0.7% 27% False True 1,029
10 135.70 124.75 10.95 8.7% 1.56 1.2% 16% False True 829
20 135.70 111.50 24.20 19.1% 1.32 1.0% 62% False False 774
40 135.70 101.15 34.55 27.3% 0.70 0.6% 73% False False 568
60 135.70 95.99 39.71 31.4% 0.49 0.4% 77% False False 512
80 135.70 86.06 49.64 39.2% 0.42 0.3% 81% False False 472
100 135.70 84.00 51.70 40.9% 0.34 0.3% 82% False False 440
120 135.70 84.00 51.70 40.9% 0.31 0.2% 82% False False 428
Crabel Price Patterns
NR True
NR4 False
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127.64
2.618 126.74
1.618 126.19
1.000 125.85
0.618 125.64
HIGH 125.30
0.618 125.09
0.500 125.03
0.382 124.96
LOW 124.75
0.618 124.41
1.000 124.20
1.618 123.86
2.618 123.31
4.250 122.41
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 126.01 127.20
PP 125.52 126.97
S1 125.03 126.73

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

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