NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 114.60 116.00 1.40 1.2% 116.67
High 114.60 116.00 1.40 1.2% 116.84
Low 114.40 116.00 1.60 1.4% 114.29
Close 114.43 115.96 1.53 1.3% 115.63
Range 0.20 0.00 -0.20 -100.0% 2.55
ATR 1.93 1.90 -0.03 -1.3% 0.00
Volume 346 351 5 1.4% 2,831
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 115.99 115.97 115.96
R3 115.99 115.97 115.96
R2 115.99 115.99 115.96
R1 115.97 115.97 115.96 115.98
PP 115.99 115.99 115.99 115.99
S1 115.97 115.97 115.96 115.98
S2 115.99 115.99 115.96
S3 115.99 115.97 115.96
S4 115.99 115.97 115.96
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 123.24 121.98 117.03
R3 120.69 119.43 116.33
R2 118.14 118.14 116.10
R1 116.88 116.88 115.86 116.24
PP 115.59 115.59 115.59 115.26
S1 114.33 114.33 115.40 113.69
S2 113.04 113.04 115.16
S3 110.49 111.78 114.93
S4 107.94 109.23 114.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.20 114.40 1.80 1.6% 0.41 0.4% 87% False False 447
10 119.52 114.29 5.23 4.5% 0.43 0.4% 32% False False 615
20 127.10 114.29 12.81 11.0% 0.29 0.3% 13% False False 593
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.00
2.618 116.00
1.618 116.00
1.000 116.00
0.618 116.00
HIGH 116.00
0.618 116.00
0.500 116.00
0.382 116.00
LOW 116.00
0.618 116.00
1.000 116.00
1.618 116.00
2.618 116.00
4.250 116.00
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 116.00 115.71
PP 115.99 115.45
S1 115.97 115.20

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

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