NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 134.75 130.75 -4.00 -3.0% 125.22
High 135.79 133.51 -2.28 -1.7% 135.79
Low 130.23 130.27 0.04 0.0% 125.00
Close 130.81 132.03 1.22 0.9% 132.03
Range 5.56 3.24 -2.32 -41.7% 10.79
ATR 3.48 3.47 -0.02 -0.5% 0.00
Volume 63,586 73,297 9,711 15.3% 226,246
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 141.66 140.08 133.81
R3 138.42 136.84 132.92
R2 135.18 135.18 132.62
R1 133.60 133.60 132.33 134.39
PP 131.94 131.94 131.94 132.33
S1 130.36 130.36 131.73 131.15
S2 128.70 128.70 131.44
S3 125.46 127.12 131.14
S4 122.22 123.88 130.25
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 163.31 158.46 137.96
R3 152.52 147.67 135.00
R2 141.73 141.73 134.01
R1 136.88 136.88 133.02 139.31
PP 130.94 130.94 130.94 132.15
S1 126.09 126.09 131.04 128.52
S2 120.15 120.15 130.05
S3 109.36 115.30 129.06
S4 98.57 104.51 126.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.79 125.00 10.79 8.2% 3.99 3.0% 65% False False 45,249
10 135.79 120.49 15.30 11.6% 3.67 2.8% 75% False False 33,903
20 135.79 108.40 27.39 20.7% 3.49 2.6% 86% False False 25,848
40 135.79 97.93 37.86 28.7% 3.20 2.4% 90% False False 17,680
60 135.79 96.72 39.07 29.6% 3.03 2.3% 90% False False 14,267
80 135.79 86.44 49.35 37.4% 2.72 2.1% 92% False False 11,649
100 135.79 84.70 51.09 38.7% 2.42 1.8% 93% False False 9,722
120 135.79 84.34 51.45 39.0% 2.23 1.7% 93% False False 8,437
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 147.28
2.618 141.99
1.618 138.75
1.000 136.75
0.618 135.51
HIGH 133.51
0.618 132.27
0.500 131.89
0.382 131.51
LOW 130.27
0.618 128.27
1.000 127.03
1.618 125.03
2.618 121.79
4.250 116.50
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 131.98 132.49
PP 131.94 132.33
S1 131.89 132.18

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

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