NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 132.39 128.36 -4.03 -3.0% 125.22
High 133.39 131.10 -2.29 -1.7% 135.79
Low 128.26 126.15 -2.11 -1.6% 125.00
Close 128.91 130.70 1.79 1.4% 132.03
Range 5.13 4.95 -0.18 -3.5% 10.79
ATR 3.43 3.54 0.11 3.2% 0.00
Volume 52,179 42,947 -9,232 -17.7% 226,246
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 144.17 142.38 133.42
R3 139.22 137.43 132.06
R2 134.27 134.27 131.61
R1 132.48 132.48 131.15 133.38
PP 129.32 129.32 129.32 129.76
S1 127.53 127.53 130.25 128.43
S2 124.37 124.37 129.79
S3 119.42 122.58 129.34
S4 114.47 117.63 127.98
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
5 135.79 126.15 9.64 7.4% 3.95 3.0% 47% False True 61,061
10 135.79 120.49 15.30 11.7% 4.00 3.1% 67% False False 43,750
20 135.79 108.40 27.39 21.0% 3.63 2.8% 81% False False 31,954
40 135.79 101.00 34.79 26.6% 3.10 2.4% 85% False False 21,262
60 135.79 96.72 39.07 29.9% 3.12 2.4% 87% False False 16,848
80 135.79 86.44 49.35 37.8% 2.80 2.1% 90% False False 13,704
100 135.79 84.70 51.09 39.1% 2.50 1.9% 90% False False 11,334
120 135.79 84.70 51.09 39.1% 2.24 1.7% 90% False False 9,798
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 0.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 152.14
2.618 144.06
1.618 139.11
1.000 136.05
0.618 134.16
HIGH 131.10
0.618 129.21
0.500 128.63
0.382 128.04
LOW 126.15
0.618 123.09
1.000 121.20
1.618 118.14
2.618 113.19
4.250 105.11
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 130.01 130.39
PP 129.32 130.08
S1 128.63 129.77

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

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