NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 113.01 112.98 -0.03 0.0% 107.75
High 113.20 114.97 1.77 1.6% 111.94
Low 112.56 112.98 0.42 0.4% 107.52
Close 113.29 114.76 1.47 1.3% 112.84
Range 0.64 1.99 1.35 210.9% 4.42
ATR 1.60 1.63 0.03 1.8% 0.00
Volume 1,848 1,827 -21 -1.1% 7,386
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 120.21 119.47 115.85
R3 118.22 117.48 115.31
R2 116.23 116.23 115.12
R1 115.49 115.49 114.94 115.86
PP 114.24 114.24 114.24 114.42
S1 113.50 113.50 114.58 113.87
S2 112.25 112.25 114.40
S3 110.26 111.51 114.21
S4 108.27 109.52 113.67
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
5 114.97 109.86 5.11 4.5% 1.11 1.0% 96% True False 1,951
10 114.97 104.74 10.23 8.9% 1.12 1.0% 98% True False 2,030
20 114.97 98.15 16.82 14.7% 1.33 1.2% 99% True False 2,199
40 114.97 96.27 18.70 16.3% 1.30 1.1% 99% True False 2,080
60 114.97 86.22 28.75 25.1% 1.21 1.1% 99% True False 1,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.43
2.618 120.18
1.618 118.19
1.000 116.96
0.618 116.20
HIGH 114.97
0.618 114.21
0.500 113.98
0.382 113.74
LOW 112.98
0.618 111.75
1.000 110.99
1.618 109.76
2.618 107.77
4.250 104.52
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 114.50 113.98
PP 114.24 113.20
S1 113.98 112.42

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

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