NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 126.84 127.10 0.26 0.2% 146.69
High 126.84 127.10 0.26 0.2% 146.69
Low 126.84 126.00 -0.84 -0.7% 131.35
Close 126.76 126.97 0.21 0.2% 131.35
Range 0.00 1.10 1.10 15.34
ATR 2.91 2.78 -0.13 -4.4% 0.00
Volume 525 351 -174 -33.1% 3,992
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 129.99 129.58 127.58
R3 128.89 128.48 127.27
R2 127.79 127.79 127.17
R1 127.38 127.38 127.07 127.04
PP 126.69 126.69 126.69 126.52
S1 126.28 126.28 126.87 125.94
S2 125.59 125.59 126.77
S3 124.49 125.18 126.67
S4 123.39 124.08 126.37
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 182.48 172.26 139.79
R3 167.14 156.92 135.57
R2 151.80 151.80 134.16
R1 141.58 141.58 132.76 139.02
PP 136.46 136.46 136.46 135.19
S1 126.24 126.24 129.94 123.68
S2 121.12 121.12 128.54
S3 105.78 110.90 127.13
S4 90.44 95.56 122.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.68 126.00 7.68 6.0% 0.22 0.2% 13% False True 823
10 146.69 126.00 20.69 16.3% 0.43 0.3% 5% False True 709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131.78
2.618 129.98
1.618 128.88
1.000 128.20
0.618 127.78
HIGH 127.10
0.618 126.68
0.500 126.55
0.382 126.42
LOW 126.00
0.618 125.32
1.000 124.90
1.618 124.22
2.618 123.12
4.250 121.33
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 126.83 128.50
PP 126.69 127.99
S1 126.55 127.48

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

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