NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 111.00 111.00 0.00 0.0% 105.94
High 111.36 112.68 1.32 1.2% 112.68
Low 110.21 109.10 -1.11 -1.0% 105.64
Close 110.89 112.30 1.41 1.3% 112.30
Range 1.15 3.58 2.43 211.3% 7.04
ATR 2.60 2.67 0.07 2.7% 0.00
Volume 23,837 18,772 -5,065 -21.2% 80,951
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 122.10 120.78 114.27
R3 118.52 117.20 113.28
R2 114.94 114.94 112.96
R1 113.62 113.62 112.63 114.28
PP 111.36 111.36 111.36 111.69
S1 110.04 110.04 111.97 110.70
S2 107.78 107.78 111.64
S3 104.20 106.46 111.32
S4 100.62 102.88 110.33
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 131.33 128.85 116.17
R3 124.29 121.81 114.24
R2 117.25 117.25 113.59
R1 114.77 114.77 112.95 116.01
PP 110.21 110.21 110.21 110.83
S1 107.73 107.73 111.65 108.97
S2 103.17 103.17 111.01
S3 96.13 100.69 110.36
S4 89.09 93.65 108.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.68 105.64 7.04 6.3% 2.28 2.0% 95% True False 16,190
10 112.68 102.15 10.53 9.4% 2.36 2.1% 96% True False 18,338
20 112.68 96.62 16.06 14.3% 2.62 2.3% 98% True False 19,953
40 112.68 94.90 17.78 15.8% 2.79 2.5% 98% True False 23,258
60 112.68 85.60 27.08 24.1% 2.54 2.3% 99% True False 21,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 127.90
2.618 122.05
1.618 118.47
1.000 116.26
0.618 114.89
HIGH 112.68
0.618 111.31
0.500 110.89
0.382 110.47
LOW 109.10
0.618 106.89
1.000 105.52
1.618 103.31
2.618 99.73
4.250 93.89
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 111.83 111.68
PP 111.36 111.06
S1 110.89 110.44

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

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