NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 05-May-2008
Day Change Summary
Previous Current
02-May-2008 05-May-2008 Change Change % Previous Week
Open 109.45 114.70 5.25 4.8% 116.06
High 114.12 118.00 3.88 3.4% 116.06
Low 109.31 114.00 4.69 4.3% 108.00
Close 114.07 117.73 3.66 3.2% 114.07
Range 4.81 4.00 -0.81 -16.8% 8.06
ATR 2.75 2.84 0.09 3.2% 0.00
Volume 7,931 4,928 -3,003 -37.9% 37,352
Daily Pivots for day following 05-May-2008
Classic Woodie Camarilla DeMark
R4 128.58 127.15 119.93
R3 124.58 123.15 118.83
R2 120.58 120.58 118.46
R1 119.15 119.15 118.10 119.87
PP 116.58 116.58 116.58 116.93
S1 115.15 115.15 117.36 115.87
S2 112.58 112.58 117.00
S3 108.58 111.15 116.63
S4 104.58 107.15 115.53
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 136.89 133.54 118.50
R3 128.83 125.48 116.29
R2 120.77 120.77 115.55
R1 117.42 117.42 114.81 115.07
PP 112.71 112.71 112.71 111.53
S1 109.36 109.36 113.33 107.01
S2 104.65 104.65 112.59
S3 96.59 101.30 111.85
S4 88.53 93.24 109.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118.00 108.00 10.00 8.5% 3.98 3.4% 97% True False 7,115
10 118.00 108.00 10.00 8.5% 3.24 2.7% 97% True False 6,353
20 118.00 104.51 13.49 11.5% 2.56 2.2% 98% True False 5,606
40 118.00 96.67 21.33 18.1% 2.43 2.1% 99% True False 4,832
60 118.00 90.06 27.94 23.7% 2.08 1.8% 99% True False 3,810
80 118.00 84.60 33.40 28.4% 1.80 1.5% 99% True False 3,071
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.00
2.618 128.47
1.618 124.47
1.000 122.00
0.618 120.47
HIGH 118.00
0.618 116.47
0.500 116.00
0.382 115.53
LOW 114.00
0.618 111.53
1.000 110.00
1.618 107.53
2.618 103.53
4.250 97.00
Fisher Pivots for day following 05-May-2008
Pivot 1 day 3 day
R1 117.15 116.15
PP 116.58 114.58
S1 116.00 113.00

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

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