NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 123.53 123.75 0.22 0.2% 124.96
High 126.08 126.90 0.82 0.7% 126.90
Low 120.49 123.43 2.94 2.4% 120.49
Close 123.51 125.79 2.28 1.8% 125.79
Range 5.59 3.47 -2.12 -37.9% 6.41
ATR 3.19 3.21 0.02 0.6% 0.00
Volume 22,257 20,579 -1,678 -7.5% 112,790
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 135.78 134.26 127.70
R3 132.31 130.79 126.74
R2 128.84 128.84 126.43
R1 127.32 127.32 126.11 128.08
PP 125.37 125.37 125.37 125.76
S1 123.85 123.85 125.47 124.61
S2 121.90 121.90 125.15
S3 118.43 120.38 124.84
S4 114.96 116.91 123.88
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 143.62 141.12 129.32
R3 137.21 134.71 127.55
R2 130.80 130.80 126.97
R1 128.30 128.30 126.38 129.55
PP 124.39 124.39 124.39 125.02
S1 121.89 121.89 125.20 123.14
S2 117.98 117.98 124.61
S3 111.57 115.48 124.03
S4 105.16 109.07 122.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126.90 120.49 6.41 5.1% 3.36 2.7% 83% True False 22,558
10 126.90 114.22 12.68 10.1% 3.28 2.6% 91% True False 20,587
20 126.90 108.40 18.50 14.7% 3.23 2.6% 94% True False 17,316
40 126.90 97.44 29.46 23.4% 3.01 2.4% 96% True False 13,011
60 126.90 95.83 31.07 24.7% 2.86 2.3% 96% True False 10,990
80 126.90 86.44 40.46 32.2% 2.56 2.0% 97% True False 8,983
100 126.90 84.70 42.20 33.5% 2.27 1.8% 97% True False 7,521
120 126.90 84.34 42.56 33.8% 2.10 1.7% 97% True False 6,610
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 141.65
2.618 135.98
1.618 132.51
1.000 130.37
0.618 129.04
HIGH 126.90
0.618 125.57
0.500 125.17
0.382 124.76
LOW 123.43
0.618 121.29
1.000 119.96
1.618 117.82
2.618 114.35
4.250 108.68
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 125.58 125.09
PP 125.37 124.39
S1 125.17 123.70

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

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