NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 114.02 117.39 3.37 3.0% 114.75
High 117.46 117.60 0.14 0.1% 117.46
Low 112.96 116.16 3.20 2.8% 112.81
Close 116.57 116.93 0.36 0.3% 116.57
Range 4.50 1.44 -3.06 -68.0% 4.65
ATR 2.89 2.79 -0.10 -3.6% 0.00
Volume 27,969 30,223 2,254 8.1% 98,441
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 121.22 120.51 117.72
R3 119.78 119.07 117.33
R2 118.34 118.34 117.19
R1 117.63 117.63 117.06 117.27
PP 116.90 116.90 116.90 116.71
S1 116.19 116.19 116.80 115.83
S2 115.46 115.46 116.67
S3 114.02 114.75 116.53
S4 112.58 113.31 116.14
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 129.56 127.72 119.13
R3 124.91 123.07 117.85
R2 120.26 120.26 117.42
R1 118.42 118.42 117.00 119.34
PP 115.61 115.61 115.61 116.08
S1 113.77 113.77 116.14 114.69
S2 110.96 110.96 115.72
S3 106.31 109.12 115.29
S4 101.66 104.47 114.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.60 112.81 4.79 4.1% 2.98 2.5% 86% True False 22,966
10 117.60 109.83 7.77 6.6% 2.63 2.2% 91% True False 18,012
20 117.60 98.20 19.40 16.6% 2.74 2.3% 97% True False 15,693
40 117.60 97.33 20.27 17.3% 2.97 2.5% 97% True False 12,782
60 117.60 86.15 31.45 26.9% 2.60 2.2% 98% True False 9,795
80 117.60 84.33 33.27 28.5% 2.37 2.0% 98% True False 8,118
100 117.60 84.33 33.27 28.5% 2.14 1.8% 98% True False 6,845
120 117.60 84.33 33.27 28.5% 1.93 1.7% 98% True False 5,836
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 0.64
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123.72
2.618 121.37
1.618 119.93
1.000 119.04
0.618 118.49
HIGH 117.60
0.618 117.05
0.500 116.88
0.382 116.71
LOW 116.16
0.618 115.27
1.000 114.72
1.618 113.83
2.618 112.39
4.250 110.04
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 116.91 116.36
PP 116.90 115.78
S1 116.88 115.21

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

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