NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 08-May-2008
Day Change Summary
Previous Current
07-May-2008 08-May-2008 Change Change % Previous Week
Open 120.78 123.00 2.22 1.8% 117.39
High 123.13 124.14 1.01 0.8% 117.60
Low 119.67 121.24 1.57 1.3% 108.95
Close 122.74 123.28 0.54 0.4% 115.16
Range 3.46 2.90 -0.56 -16.2% 8.65
ATR 3.26 3.23 -0.03 -0.8% 0.00
Volume 34,845 37,665 2,820 8.1% 132,089
Daily Pivots for day following 08-May-2008
Classic Woodie Camarilla DeMark
R4 131.59 130.33 124.88
R3 128.69 127.43 124.08
R2 125.79 125.79 123.81
R1 124.53 124.53 123.55 125.16
PP 122.89 122.89 122.89 123.20
S1 121.63 121.63 123.01 122.26
S2 119.99 119.99 122.75
S3 117.09 118.73 122.48
S4 114.19 115.83 121.69
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 139.85 136.16 119.92
R3 131.20 127.51 117.54
R2 122.55 122.55 116.75
R1 118.86 118.86 115.95 116.38
PP 113.90 113.90 113.90 112.67
S1 110.21 110.21 114.37 107.73
S2 105.25 105.25 113.57
S3 96.60 101.56 112.78
S4 87.95 92.91 110.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124.14 110.42 13.72 11.1% 3.81 3.1% 94% True False 32,511
10 124.14 108.95 15.19 12.3% 3.65 3.0% 94% True False 28,753
20 124.14 107.41 16.73 13.6% 3.00 2.4% 95% True False 21,814
40 124.14 97.33 26.81 21.7% 3.18 2.6% 97% True False 16,725
60 124.14 93.34 30.80 25.0% 2.87 2.3% 97% True False 13,184
80 124.14 84.33 39.81 32.3% 2.61 2.1% 98% True False 10,786
100 124.14 84.33 39.81 32.3% 2.32 1.9% 98% True False 9,005
120 124.14 84.33 39.81 32.3% 2.16 1.8% 98% True False 7,693
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 0.59
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 136.47
2.618 131.73
1.618 128.83
1.000 127.04
0.618 125.93
HIGH 124.14
0.618 123.03
0.500 122.69
0.382 122.35
LOW 121.24
0.618 119.45
1.000 118.34
1.618 116.55
2.618 113.65
4.250 108.92
Fisher Pivots for day following 08-May-2008
Pivot 1 day 3 day
R1 123.08 122.59
PP 122.89 121.90
S1 122.69 121.21

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

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