NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 06-May-2008
Day Change Summary
Previous Current
05-May-2008 06-May-2008 Change Change % Previous Week
Open 115.64 119.35 3.71 3.2% 118.40
High 119.81 122.22 2.41 2.0% 118.65
Low 115.00 118.85 3.85 3.3% 109.59
Close 119.47 121.34 1.87 1.6% 115.79
Range 4.81 3.37 -1.44 -29.9% 9.06
ATR 3.44 3.43 0.00 -0.1% 0.00
Volume 92,030 86,979 -5,051 -5.5% 423,380
Daily Pivots for day following 06-May-2008
Classic Woodie Camarilla DeMark
R4 130.91 129.50 123.19
R3 127.54 126.13 122.27
R2 124.17 124.17 121.96
R1 122.76 122.76 121.65 123.47
PP 120.80 120.80 120.80 121.16
S1 119.39 119.39 121.03 120.10
S2 117.43 117.43 120.72
S3 114.06 116.02 120.41
S4 110.69 112.65 119.49
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 141.86 137.88 120.77
R3 132.80 128.82 118.28
R2 123.74 123.74 117.45
R1 119.76 119.76 116.62 117.22
PP 114.68 114.68 114.68 113.41
S1 110.70 110.70 114.96 108.16
S2 105.62 105.62 114.13
S3 96.56 101.64 113.30
S4 87.50 92.58 110.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.22 109.59 12.63 10.4% 4.30 3.5% 93% True False 86,985
10 122.22 109.59 12.63 10.4% 3.76 3.1% 93% True False 81,899
20 122.22 106.59 15.63 12.9% 3.18 2.6% 94% True False 62,645
40 122.22 97.58 24.64 20.3% 3.44 2.8% 96% True False 47,346
60 122.22 90.49 31.73 26.1% 3.15 2.6% 97% True False 35,363
80 122.22 85.17 37.05 30.5% 2.84 2.3% 98% True False 28,086
100 122.22 85.17 37.05 30.5% 2.61 2.2% 98% True False 23,107
120 122.22 85.12 37.10 30.6% 2.51 2.1% 98% True False 19,582
Crabel Price Patterns
NR True
NR4 True
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136.54
2.618 131.04
1.618 127.67
1.000 125.59
0.618 124.30
HIGH 122.22
0.618 120.93
0.500 120.54
0.382 120.14
LOW 118.85
0.618 116.77
1.000 115.48
1.618 113.40
2.618 110.03
4.250 104.53
Fisher Pivots for day following 06-May-2008
Pivot 1 day 3 day
R1 121.07 119.78
PP 120.80 118.22
S1 120.54 116.66

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

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