NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 105.29 107.67 2.38 2.3% 103.09
High 108.24 108.30 0.06 0.1% 105.44
Low 105.11 106.48 1.37 1.3% 98.63
Close 107.89 107.14 -0.75 -0.7% 105.19
Range 3.13 1.82 -1.31 -41.9% 6.81
ATR 3.50 3.38 -0.12 -3.4% 0.00
Volume 32,584 43,239 10,655 32.7% 182,862
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 112.77 111.77 108.14
R3 110.95 109.95 107.64
R2 109.13 109.13 107.47
R1 108.13 108.13 107.31 107.72
PP 107.31 107.31 107.31 107.10
S1 106.31 106.31 106.97 105.90
S2 105.49 105.49 106.81
S3 103.67 104.49 106.64
S4 101.85 102.67 106.14
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 123.52 121.16 108.94
R3 116.71 114.35 107.06
R2 109.90 109.90 106.44
R1 107.54 107.54 105.81 108.72
PP 103.09 103.09 103.09 103.68
S1 100.73 100.73 104.57 101.91
S2 96.28 96.28 103.94
S3 89.47 93.92 103.32
S4 82.66 87.11 101.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.30 98.85 9.45 8.8% 3.04 2.8% 88% True False 38,770
10 108.30 98.63 9.67 9.0% 3.49 3.3% 88% True False 39,125
20 108.30 97.58 10.72 10.0% 3.70 3.5% 89% True False 32,047
40 108.30 90.49 17.81 16.6% 3.13 2.9% 93% True False 21,722
60 108.30 85.17 23.13 21.6% 2.73 2.5% 95% True False 16,567
80 108.30 85.17 23.13 21.6% 2.47 2.3% 95% True False 13,222
100 108.30 85.12 23.18 21.6% 2.38 2.2% 95% True False 10,970
120 108.30 80.73 27.57 25.7% 2.11 2.0% 96% True False 9,399
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 0.84
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 116.04
2.618 113.06
1.618 111.24
1.000 110.12
0.618 109.42
HIGH 108.30
0.618 107.60
0.500 107.39
0.382 107.18
LOW 106.48
0.618 105.36
1.000 104.66
1.618 103.54
2.618 101.72
4.250 98.75
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 107.39 106.62
PP 107.31 106.10
S1 107.22 105.58

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

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