NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 107.75 111.00 3.25 3.0% 104.74
High 109.90 111.00 1.10 1.0% 107.43
Low 107.75 111.00 3.25 3.0% 104.51
Close 109.90 111.27 1.37 1.2% 106.86
Range 2.15 0.00 -2.15 -100.0% 2.92
ATR 1.75 1.70 -0.05 -2.6% 0.00
Volume 684 2,115 1,431 209.2% 11,890
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 111.09 111.18 111.27
R3 111.09 111.18 111.27
R2 111.09 111.09 111.27
R1 111.18 111.18 111.27 111.14
PP 111.09 111.09 111.09 111.07
S1 111.18 111.18 111.27 111.14
S2 111.09 111.09 111.27
S3 111.09 111.18 111.27
S4 111.09 111.18 111.27
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 115.03 113.86 108.47
R3 112.11 110.94 107.66
R2 109.19 109.19 107.40
R1 108.02 108.02 107.13 108.61
PP 106.27 106.27 106.27 106.56
S1 105.10 105.10 106.59 105.69
S2 103.35 103.35 106.32
S3 100.43 102.18 106.06
S4 97.51 99.26 105.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.00 105.93 5.07 4.6% 0.60 0.5% 105% True False 1,843
10 111.00 100.04 10.96 9.8% 0.84 0.8% 102% True False 2,070
20 111.00 96.27 14.73 13.2% 1.44 1.3% 102% True False 2,235
40 111.00 95.37 15.63 14.0% 1.29 1.2% 102% True False 1,955
60 111.00 85.48 25.52 22.9% 1.15 1.0% 101% True False 1,537
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 0.09
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 111.00
2.618 111.00
1.618 111.00
1.000 111.00
0.618 111.00
HIGH 111.00
0.618 111.00
0.500 111.00
0.382 111.00
LOW 111.00
0.618 111.00
1.000 111.00
1.618 111.00
2.618 111.00
4.250 111.00
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 111.18 110.60
PP 111.09 109.93
S1 111.00 109.26

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

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