NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 112.88 116.06 3.18 2.8% 113.55
High 115.99 116.06 0.07 0.1% 115.99
Low 112.40 114.81 2.41 2.1% 112.35
Close 115.14 115.57 0.43 0.4% 115.14
Range 3.59 1.25 -2.34 -65.2% 3.64
ATR 2.39 2.31 -0.08 -3.4% 0.00
Volume 8,382 6,704 -1,678 -20.0% 24,264
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 119.23 118.65 116.26
R3 117.98 117.40 115.91
R2 116.73 116.73 115.80
R1 116.15 116.15 115.68 115.82
PP 115.48 115.48 115.48 115.31
S1 114.90 114.90 115.46 114.57
S2 114.23 114.23 115.34
S3 112.98 113.65 115.23
S4 111.73 112.40 114.88
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 125.41 123.92 117.14
R3 121.77 120.28 116.14
R2 118.13 118.13 115.81
R1 116.64 116.64 115.47 117.39
PP 114.49 114.49 114.49 114.87
S1 113.00 113.00 114.81 113.75
S2 110.85 110.85 114.47
S3 107.21 109.36 114.14
S4 103.57 105.72 113.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.06 112.35 3.71 3.2% 2.49 2.2% 87% True False 5,591
10 116.06 107.24 8.82 7.6% 2.33 2.0% 94% True False 4,590
20 116.06 97.48 18.58 16.1% 2.10 1.8% 97% True False 5,105
40 116.06 96.67 19.39 16.8% 2.19 1.9% 97% True False 4,373
60 116.06 86.34 29.72 25.7% 1.87 1.6% 98% True False 3,262
80 116.06 84.60 31.46 27.2% 1.57 1.4% 98% True False 2,656
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121.37
2.618 119.33
1.618 118.08
1.000 117.31
0.618 116.83
HIGH 116.06
0.618 115.58
0.500 115.44
0.382 115.29
LOW 114.81
0.618 114.04
1.000 113.56
1.618 112.79
2.618 111.54
4.250 109.50
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 115.53 115.12
PP 115.48 114.66
S1 115.44 114.21

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

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