NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 113.93 115.01 1.08 0.9% 113.01
High 115.11 115.23 0.12 0.1% 115.11
Low 113.93 114.75 0.82 0.7% 111.96
Close 114.59 115.02 0.43 0.4% 114.59
Range 1.18 0.48 -0.70 -59.3% 3.15
ATR 1.74 1.66 -0.08 -4.5% 0.00
Volume 4,768 3,069 -1,699 -35.6% 14,434
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 116.44 116.21 115.28
R3 115.96 115.73 115.15
R2 115.48 115.48 115.11
R1 115.25 115.25 115.06 115.37
PP 115.00 115.00 115.00 115.06
S1 114.77 114.77 114.98 114.89
S2 114.52 114.52 114.93
S3 114.04 114.29 114.89
S4 113.56 113.81 114.76
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 123.34 122.11 116.32
R3 120.19 118.96 115.46
R2 117.04 117.04 115.17
R1 115.81 115.81 114.88 116.43
PP 113.89 113.89 113.89 114.19
S1 112.66 112.66 114.30 113.28
S2 110.74 110.74 114.01
S3 107.59 109.51 113.72
S4 104.44 106.36 112.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.23 111.96 3.27 2.8% 1.37 1.2% 94% True False 3,131
10 115.23 107.75 7.48 6.5% 1.26 1.1% 97% True False 2,426
20 115.23 98.15 17.08 14.8% 1.02 0.9% 99% True False 2,419
40 115.23 96.27 18.96 16.5% 1.37 1.2% 99% True False 2,344
60 115.23 86.22 29.01 25.2% 1.25 1.1% 99% True False 1,823
80 115.23 85.48 29.75 25.9% 1.11 1.0% 99% True False 1,491
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 0.23
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 117.27
2.618 116.49
1.618 116.01
1.000 115.71
0.618 115.53
HIGH 115.23
0.618 115.05
0.500 114.99
0.382 114.93
LOW 114.75
0.618 114.45
1.000 114.27
1.618 113.97
2.618 113.49
4.250 112.71
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 115.01 114.55
PP 115.00 114.07
S1 114.99 113.60

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

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