NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 23-Apr-2008
Day Change Summary
Previous Current
22-Apr-2008 23-Apr-2008 Change Change % Previous Week
Open 112.98 114.17 1.19 1.1% 107.75
High 114.97 114.74 -0.23 -0.2% 111.94
Low 112.98 113.94 0.96 0.8% 107.52
Close 114.76 115.24 0.48 0.4% 112.84
Range 1.99 0.80 -1.19 -59.8% 4.42
ATR 1.63 1.57 -0.06 -3.5% 0.00
Volume 1,827 3,376 1,549 84.8% 7,386
Daily Pivots for day following 23-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.04 116.94 115.68
R3 116.24 116.14 115.46
R2 115.44 115.44 115.39
R1 115.34 115.34 115.31 115.39
PP 114.64 114.64 114.64 114.67
S1 114.54 114.54 115.17 114.59
S2 113.84 113.84 115.09
S3 113.04 113.74 115.02
S4 112.24 112.94 114.80
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 4.4% 1.27 1.1% 105% False False 2,203
10 114.97 105.93 9.04 7.8% 0.94 0.8% 103% False False 2,023
20 114.97 98.15 16.82 14.6% 1.17 1.0% 102% False False 2,248
40 114.97 96.27 18.70 16.2% 1.31 1.1% 101% False False 2,145
60 114.97 86.22 28.75 24.9% 1.21 1.1% 101% False False 1,674
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.14
2.618 116.83
1.618 116.03
1.000 115.54
0.618 115.23
HIGH 114.74
0.618 114.43
0.500 114.34
0.382 114.25
LOW 113.94
0.618 113.45
1.000 113.14
1.618 112.65
2.618 111.85
4.250 110.54
Fisher Pivots for day following 23-Apr-2008
Pivot 1 day 3 day
R1 114.94 114.75
PP 114.64 114.26
S1 114.34 113.77

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

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