NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 26-May-2008
Day Change Summary
Previous Current
23-May-2008 26-May-2008 Change Change % Previous Week
Open 130.75 131.68 0.93 0.7% 126.15
High 133.71 133.46 -0.25 -0.2% 135.09
Low 130.16 131.59 1.43 1.1% 125.10
Close 132.19 132.94 0.75 0.6% 132.19
Range 3.55 1.87 -1.68 -47.3% 9.99
ATR 3.61 3.48 -0.12 -3.4% 0.00
Volume 425,099 425,099 0 0.0% 1,569,689
Daily Pivots for day following 26-May-2008
Classic Woodie Camarilla DeMark
R4 138.27 137.48 133.97
R3 136.40 135.61 133.45
R2 134.53 134.53 133.28
R1 133.74 133.74 133.11 134.14
PP 132.66 132.66 132.66 132.86
S1 131.87 131.87 132.77 132.27
S2 130.79 130.79 132.60
S3 128.92 130.00 132.43
S4 127.05 128.13 131.91
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 160.76 156.47 137.68
R3 150.77 146.48 134.94
R2 140.78 140.78 134.02
R1 136.49 136.49 133.11 138.64
PP 130.79 130.79 130.79 131.87
S1 126.50 126.50 131.27 128.65
S2 120.80 120.80 130.36
S3 110.81 116.51 129.44
S4 100.82 106.52 126.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.09 126.28 8.81 6.6% 3.80 2.9% 76% False False 360,075
10 135.09 120.65 14.44 10.9% 3.67 2.8% 85% False False 270,491
20 135.09 109.59 25.50 19.2% 3.66 2.8% 92% False False 192,039
40 135.09 98.63 36.46 27.4% 3.24 2.4% 94% False False 120,441
60 135.09 97.51 37.58 28.3% 3.42 2.6% 94% False False 88,878
80 135.09 86.28 48.81 36.7% 3.12 2.3% 96% False False 68,587
100 135.09 85.17 49.92 37.6% 2.86 2.2% 96% False False 56,051
120 135.09 85.12 49.97 37.6% 2.76 2.1% 96% False False 47,207
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.79
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 141.41
2.618 138.36
1.618 136.49
1.000 135.33
0.618 134.62
HIGH 133.46
0.618 132.75
0.500 132.53
0.382 132.30
LOW 131.59
0.618 130.43
1.000 129.72
1.618 128.56
2.618 126.69
4.250 123.64
Fisher Pivots for day following 26-May-2008
Pivot 1 day 3 day
R1 132.80 132.82
PP 132.66 132.70
S1 132.53 132.58

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

View Archives - Comment on this page... - Back to Index of Symbols