NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 21-Apr-2008
Day Change Summary
Previous Current
18-Apr-2008 21-Apr-2008 Change Change % Previous Week
Open 111.00 112.52 1.52 1.4% 105.94
High 112.68 113.10 0.42 0.4% 112.68
Low 109.10 111.44 2.34 2.1% 105.64
Close 112.30 112.80 0.50 0.4% 112.30
Range 3.58 1.66 -1.92 -53.6% 7.04
ATR 2.67 2.60 -0.07 -2.7% 0.00
Volume 18,772 21,046 2,274 12.1% 80,951
Daily Pivots for day following 21-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.43 116.77 113.71
R3 115.77 115.11 113.26
R2 114.11 114.11 113.10
R1 113.45 113.45 112.95 113.78
PP 112.45 112.45 112.45 112.61
S1 111.79 111.79 112.65 112.12
S2 110.79 110.79 112.50
S3 109.13 110.13 112.34
S4 107.47 108.47 111.89
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
5 113.10 107.50 5.60 5.0% 2.23 2.0% 95% True False 17,455
10 113.10 103.65 9.45 8.4% 2.22 2.0% 97% True False 18,918
20 113.10 96.62 16.48 14.6% 2.61 2.3% 98% True False 19,573
40 113.10 95.55 17.55 15.6% 2.79 2.5% 98% True False 23,226
60 113.10 85.60 27.50 24.4% 2.54 2.3% 99% True False 21,413
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.16
2.618 117.45
1.618 115.79
1.000 114.76
0.618 114.13
HIGH 113.10
0.618 112.47
0.500 112.27
0.382 112.07
LOW 111.44
0.618 110.41
1.000 109.78
1.618 108.75
2.618 107.09
4.250 104.39
Fisher Pivots for day following 21-Apr-2008
Pivot 1 day 3 day
R1 112.62 112.23
PP 112.45 111.67
S1 112.27 111.10

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

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