NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 09-May-2008
Day Change Summary
Previous Current
08-May-2008 09-May-2008 Change Change % Previous Week
Open 122.02 123.36 1.34 1.1% 114.22
High 123.73 125.60 1.87 1.5% 125.60
Low 120.92 123.34 2.42 2.0% 114.22
Close 122.87 125.45 2.58 2.1% 125.45
Range 2.81 2.26 -0.55 -19.6% 11.38
ATR 3.14 3.11 -0.03 -0.9% 0.00
Volume 21,358 28,791 7,433 34.8% 93,083
Daily Pivots for day following 09-May-2008
Classic Woodie Camarilla DeMark
R4 131.58 130.77 126.69
R3 129.32 128.51 126.07
R2 127.06 127.06 125.86
R1 126.25 126.25 125.66 126.66
PP 124.80 124.80 124.80 125.00
S1 123.99 123.99 125.24 124.40
S2 122.54 122.54 125.04
S3 120.28 121.73 124.83
S4 118.02 119.47 124.21
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 155.90 152.05 131.71
R3 144.52 140.67 128.58
R2 133.14 133.14 127.54
R1 129.29 129.29 126.49 131.22
PP 121.76 121.76 121.76 122.72
S1 117.91 117.91 124.41 119.84
S2 110.38 110.38 123.36
S3 99.00 106.53 122.32
S4 87.62 95.15 119.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125.60 114.22 11.38 9.1% 3.21 2.6% 99% True False 18,616
10 125.60 108.40 17.20 13.7% 3.31 2.6% 99% True False 17,793
20 125.60 107.40 18.20 14.5% 3.01 2.4% 99% True False 13,584
40 125.60 96.72 28.88 23.0% 3.10 2.5% 99% True False 11,136
60 125.60 93.67 31.93 25.5% 2.74 2.2% 100% True False 9,452
80 125.60 84.70 40.90 32.6% 2.44 1.9% 100% True False 7,705
100 125.60 84.70 40.90 32.6% 2.15 1.7% 100% True False 6,518
120 125.60 84.34 41.26 32.9% 1.98 1.6% 100% True False 5,696
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.01
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135.21
2.618 131.52
1.618 129.26
1.000 127.86
0.618 127.00
HIGH 125.60
0.618 124.74
0.500 124.47
0.382 124.20
LOW 123.34
0.618 121.94
1.000 121.08
1.618 119.68
2.618 117.42
4.250 113.74
Fisher Pivots for day following 09-May-2008
Pivot 1 day 3 day
R1 125.12 124.43
PP 124.80 123.41
S1 124.47 122.39

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

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