NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 21-Apr-2008
Day Change Summary
Previous Current
18-Apr-2008 21-Apr-2008 Change Change % Previous Week
Open 112.07 113.55 1.48 1.3% 107.24
High 113.35 114.11 0.76 0.7% 113.35
Low 110.24 112.50 2.26 2.1% 107.01
Close 113.39 113.79 0.40 0.4% 113.39
Range 3.11 1.61 -1.50 -48.2% 6.34
ATR 2.26 2.22 -0.05 -2.1% 0.00
Volume 3,395 3,010 -385 -11.3% 16,941
Daily Pivots for day following 21-Apr-2008
Classic Woodie Camarilla DeMark
R4 118.30 117.65 114.68
R3 116.69 116.04 114.23
R2 115.08 115.08 114.09
R1 114.43 114.43 113.94 114.76
PP 113.47 113.47 113.47 113.63
S1 112.82 112.82 113.64 113.15
S2 111.86 111.86 113.49
S3 110.25 111.21 113.35
S4 108.64 109.60 112.90
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 130.27 128.17 116.88
R3 123.93 121.83 115.13
R2 117.59 117.59 114.55
R1 115.49 115.49 113.97 116.54
PP 111.25 111.25 111.25 111.78
S1 109.15 109.15 112.81 110.20
S2 104.91 104.91 112.23
S3 98.57 102.81 111.65
S4 92.23 96.47 109.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.11 107.24 6.87 6.0% 2.16 1.9% 95% True False 3,590
10 114.11 104.51 9.60 8.4% 1.89 1.7% 97% True False 4,860
20 114.11 97.48 16.63 14.6% 2.14 1.9% 98% True False 4,543
40 114.11 96.38 17.73 15.6% 2.00 1.8% 98% True False 3,807
60 114.11 86.34 27.77 24.4% 1.77 1.6% 99% True False 2,899
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.95
2.618 118.32
1.618 116.71
1.000 115.72
0.618 115.10
HIGH 114.11
0.618 113.49
0.500 113.31
0.382 113.12
LOW 112.50
0.618 111.51
1.000 110.89
1.618 109.90
2.618 108.29
4.250 105.66
Fisher Pivots for day following 21-Apr-2008
Pivot 1 day 3 day
R1 113.63 113.25
PP 113.47 112.71
S1 113.31 112.18

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

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