NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 111.38 109.95 -1.43 -1.3% 107.75
High 111.80 111.94 0.14 0.1% 111.94
Low 110.96 109.86 -1.10 -1.0% 107.52
Close 111.40 112.84 1.44 1.3% 112.84
Range 0.84 2.08 1.24 147.6% 4.42
ATR 1.64 1.67 0.03 1.9% 0.00
Volume 2,873 1,092 -1,781 -62.0% 7,386
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.79 117.39 113.98
R3 115.71 115.31 113.41
R2 113.63 113.63 113.22
R1 113.23 113.23 113.03 113.43
PP 111.55 111.55 111.55 111.65
S1 111.15 111.15 112.65 111.35
S2 109.47 109.47 112.46
S3 107.39 109.07 112.27
S4 105.31 106.99 111.70
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 124.03 122.85 115.27
R3 119.61 118.43 114.06
R2 115.19 115.19 113.65
R1 114.01 114.01 113.25 114.60
PP 110.77 110.77 110.77 111.06
S1 109.59 109.59 112.43 110.18
S2 106.35 106.35 112.03
S3 101.93 105.17 111.62
S4 97.51 100.75 110.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.94 107.52 4.42 3.9% 1.11 1.0% 120% True False 1,477
10 111.94 104.51 7.43 6.6% 0.97 0.9% 112% True False 1,927
20 111.94 98.10 13.84 12.3% 1.28 1.1% 107% True False 2,207
40 111.94 95.37 16.57 14.7% 1.29 1.1% 105% True False 2,033
60 111.94 86.22 25.72 22.8% 1.19 1.1% 103% True False 1,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120.78
2.618 117.39
1.618 115.31
1.000 114.02
0.618 113.23
HIGH 111.94
0.618 111.15
0.500 110.90
0.382 110.65
LOW 109.86
0.618 108.57
1.000 107.78
1.618 106.49
2.618 104.41
4.250 101.02
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 112.19 112.19
PP 111.55 111.55
S1 110.90 110.90

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

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