NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 30-Apr-2008
Day Change Summary
Previous Current
29-Apr-2008 30-Apr-2008 Change Change % Previous Week
Open 114.97 112.70 -2.27 -2.0% 113.01
High 114.97 113.42 -1.55 -1.3% 115.11
Low 111.84 110.24 -1.60 -1.4% 111.96
Close 112.27 110.24 -2.03 -1.8% 114.59
Range 3.13 3.18 0.05 1.6% 3.15
ATR 1.77 1.87 0.10 5.7% 0.00
Volume 1,946 3,779 1,833 94.2% 14,434
Daily Pivots for day following 30-Apr-2008
Classic Woodie Camarilla DeMark
R4 120.84 118.72 111.99
R3 117.66 115.54 111.11
R2 114.48 114.48 110.82
R1 112.36 112.36 110.53 111.83
PP 111.30 111.30 111.30 111.04
S1 109.18 109.18 109.95 108.65
S2 108.12 108.12 109.66
S3 104.94 106.00 109.37
S4 101.76 102.82 108.49
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
5 115.23 110.24 4.99 4.5% 2.07 1.9% 0% False True 3,235
10 115.23 109.86 5.37 4.9% 1.67 1.5% 7% False False 2,719
20 115.23 100.04 15.19 13.8% 1.26 1.1% 67% False False 2,394
40 115.23 96.27 18.96 17.2% 1.41 1.3% 74% False False 2,447
60 115.23 86.22 29.01 26.3% 1.34 1.2% 83% False False 1,902
80 115.23 85.48 29.75 27.0% 1.15 1.0% 83% False False 1,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 126.94
2.618 121.75
1.618 118.57
1.000 116.60
0.618 115.39
HIGH 113.42
0.618 112.21
0.500 111.83
0.382 111.45
LOW 110.24
0.618 108.27
1.000 107.06
1.618 105.09
2.618 101.91
4.250 96.73
Fisher Pivots for day following 30-Apr-2008
Pivot 1 day 3 day
R1 111.83 112.74
PP 111.30 111.90
S1 110.77 111.07

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

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