NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 129.35 134.75 5.40 4.2% 124.96
High 134.78 135.79 1.01 0.7% 126.90
Low 129.18 130.23 1.05 0.8% 120.49
Close 133.83 130.81 -3.02 -2.3% 125.79
Range 5.60 5.56 -0.04 -0.7% 6.41
ATR 3.32 3.48 0.16 4.8% 0.00
Volume 42,646 63,586 20,940 49.1% 112,790
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 148.96 145.44 133.87
R3 143.40 139.88 132.34
R2 137.84 137.84 131.83
R1 134.32 134.32 131.32 133.30
PP 132.28 132.28 132.28 131.77
S1 128.76 128.76 130.30 127.74
S2 126.72 126.72 129.79
S3 121.16 123.20 129.28
S4 115.60 117.64 127.75
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
5 135.79 123.43 12.36 9.4% 4.03 3.1% 60% True False 34,705
10 135.79 120.49 15.30 11.7% 3.57 2.7% 67% True False 29,453
20 135.79 108.40 27.39 20.9% 3.55 2.7% 82% True False 22,948
40 135.79 97.93 37.86 28.9% 3.17 2.4% 87% True False 16,079
60 135.79 96.72 39.07 29.9% 3.03 2.3% 87% True False 13,125
80 135.79 86.44 49.35 37.7% 2.71 2.1% 90% True False 10,769
100 135.79 84.70 51.09 39.1% 2.40 1.8% 90% True False 8,996
120 135.79 84.34 51.45 39.3% 2.22 1.7% 90% True False 7,830
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159.42
2.618 150.35
1.618 144.79
1.000 141.35
0.618 139.23
HIGH 135.79
0.618 133.67
0.500 133.01
0.382 132.35
LOW 130.23
0.618 126.79
1.000 124.67
1.618 121.23
2.618 115.67
4.250 106.60
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 133.01 131.09
PP 132.28 130.99
S1 131.54 130.90

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

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