NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 17-Apr-2008
Day Change Summary
Previous Current
16-Apr-2008 17-Apr-2008 Change Change % Previous Week
Open 109.15 111.00 1.85 1.7% 102.15
High 110.93 111.36 0.43 0.4% 107.37
Low 108.20 110.21 2.01 1.9% 102.15
Close 110.74 110.89 0.15 0.1% 106.35
Range 2.73 1.15 -1.58 -57.9% 5.22
ATR 2.71 2.60 -0.11 -4.1% 0.00
Volume 13,818 23,837 10,019 72.5% 102,431
Daily Pivots for day following 17-Apr-2008
Classic Woodie Camarilla DeMark
R4 114.27 113.73 111.52
R3 113.12 112.58 111.21
R2 111.97 111.97 111.10
R1 111.43 111.43 111.00 111.13
PP 110.82 110.82 110.82 110.67
S1 110.28 110.28 110.78 109.98
S2 109.67 109.67 110.68
S3 108.52 109.13 110.57
S4 107.37 107.98 110.26
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 120.95 118.87 109.22
R3 115.73 113.65 107.79
R2 110.51 110.51 107.31
R1 108.43 108.43 106.83 109.47
PP 105.29 105.29 105.29 105.81
S1 103.21 103.21 105.87 104.25
S2 100.07 100.07 105.39
S3 94.85 97.99 104.91
S4 89.63 92.77 103.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.36 105.18 6.18 5.6% 1.83 1.6% 92% True False 16,624
10 111.36 100.02 11.34 10.2% 2.26 2.0% 96% True False 19,023
20 111.36 95.83 15.53 14.0% 2.59 2.3% 97% True False 20,319
40 111.36 94.78 16.58 15.0% 2.77 2.5% 97% True False 23,245
60 111.36 84.75 26.61 24.0% 2.52 2.3% 98% True False 21,350
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 0.40
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 116.25
2.618 114.37
1.618 113.22
1.000 112.51
0.618 112.07
HIGH 111.36
0.618 110.92
0.500 110.79
0.382 110.65
LOW 110.21
0.618 109.50
1.000 109.06
1.618 108.35
2.618 107.20
4.250 105.32
Fisher Pivots for day following 17-Apr-2008
Pivot 1 day 3 day
R1 110.86 110.40
PP 110.82 109.92
S1 110.79 109.43

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

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