NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 122.85 126.47 3.62 2.9% 128.47
High 122.85 126.47 3.62 2.9% 129.65
Low 122.85 126.47 3.62 2.9% 124.75
Close 122.85 127.85 5.00 4.1% 126.50
Range
ATR 1.79 1.92 0.13 7.3% 0.00
Volume 760 577 -183 -24.1% 3,782
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 126.93 127.39 127.85
R3 126.93 127.39 127.85
R2 126.93 126.93 127.85
R1 127.39 127.39 127.85 127.16
PP 126.93 126.93 126.93 126.82
S1 127.39 127.39 127.85 127.16
S2 126.93 126.93 127.85
S3 126.93 127.39 127.85
S4 126.93 127.39 127.85
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
5 127.74 122.85 4.89 3.8% 0.26 0.2% 102% False False 742
10 135.70 122.85 12.85 10.1% 0.88 0.7% 39% False False 900
20 135.70 119.30 16.40 12.8% 1.19 0.9% 52% False False 859
40 135.70 104.84 30.86 24.1% 0.72 0.6% 75% False False 614
60 135.70 95.99 39.71 31.1% 0.50 0.4% 80% False False 554
80 135.70 90.70 45.00 35.2% 0.40 0.3% 83% False False 507
100 135.70 84.00 51.70 40.4% 0.34 0.3% 85% False False 449
120 135.70 84.00 51.70 40.4% 0.30 0.2% 85% False False 434
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0.10
Fibonacci Retracements and Extensions
4.250 126.47
2.618 126.47
1.618 126.47
1.000 126.47
0.618 126.47
HIGH 126.47
0.618 126.47
0.500 126.47
0.382 126.47
LOW 126.47
0.618 126.47
1.000 126.47
1.618 126.47
2.618 126.47
4.250 126.47
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 127.39 127.00
PP 126.93 126.15
S1 126.47 125.30

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

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