NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 08-May-2008
Day Change Summary
Previous Current
07-May-2008 08-May-2008 Change Change % Previous Week
Open 119.16 121.47 2.31 1.9% 115.01
High 121.42 122.53 1.11 0.9% 115.23
Low 118.10 120.18 2.08 1.8% 107.60
Close 121.28 122.04 0.76 0.6% 113.58
Range 3.32 2.35 -0.97 -29.2% 7.63
ATR 2.32 2.32 0.00 0.1% 0.00
Volume 3,153 4,302 1,149 36.4% 18,789
Daily Pivots for day following 08-May-2008
Classic Woodie Camarilla DeMark
R4 128.63 127.69 123.33
R3 126.28 125.34 122.69
R2 123.93 123.93 122.47
R1 122.99 122.99 122.26 123.46
PP 121.58 121.58 121.58 121.82
S1 120.64 120.64 121.82 121.11
S2 119.23 119.23 121.61
S3 116.88 118.29 121.39
S4 114.53 115.94 120.75
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 135.03 131.93 117.78
R3 127.40 124.30 115.68
R2 119.77 119.77 114.98
R1 116.67 116.67 114.28 114.41
PP 112.14 112.14 112.14 111.00
S1 109.04 109.04 112.88 106.78
S2 104.51 104.51 112.18
S3 96.88 101.41 111.48
S4 89.25 93.78 109.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122.53 110.32 12.21 10.0% 3.02 2.5% 96% True False 3,659
10 122.53 107.60 14.93 12.2% 2.54 2.1% 97% True False 3,689
20 122.53 105.95 16.58 13.6% 1.85 1.5% 97% True False 2,817
40 122.53 96.27 26.26 21.5% 1.67 1.4% 98% True False 2,614
60 122.53 93.04 29.49 24.2% 1.49 1.2% 98% True False 2,211
80 122.53 85.48 37.05 30.4% 1.34 1.1% 99% True False 1,797
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132.52
2.618 128.68
1.618 126.33
1.000 124.88
0.618 123.98
HIGH 122.53
0.618 121.63
0.500 121.36
0.382 121.08
LOW 120.18
0.618 118.73
1.000 117.83
1.618 116.38
2.618 114.03
4.250 110.19
Fisher Pivots for day following 08-May-2008
Pivot 1 day 3 day
R1 121.81 121.31
PP 121.58 120.59
S1 121.36 119.86

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

View Archives - Comment on this page... - Back to Index of Symbols