NYMEX Light Sweet Crude Oil Future September 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 104.50 105.00 0.50 0.5% 102.32
High 106.80 106.67 -0.13 -0.1% 104.20
Low 104.18 105.00 0.82 0.8% 97.93
Close 106.61 105.82 -0.79 -0.7% 104.02
Range 2.62 1.67 -0.95 -36.3% 6.27
ATR 3.03 2.93 -0.10 -3.2% 0.00
Volume 5,144 8,916 3,772 73.3% 44,520
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 110.84 110.00 106.74
R3 109.17 108.33 106.28
R2 107.50 107.50 106.13
R1 106.66 106.66 105.97 107.08
PP 105.83 105.83 105.83 106.04
S1 104.99 104.99 105.67 105.41
S2 104.16 104.16 105.51
S3 102.49 103.32 105.36
S4 100.82 101.65 104.90
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 120.86 118.71 107.47
R3 114.59 112.44 105.74
R2 108.32 108.32 105.17
R1 106.17 106.17 104.59 107.25
PP 102.05 102.05 102.05 102.59
S1 99.90 99.90 103.45 100.98
S2 95.78 95.78 102.87
S3 89.51 93.63 102.30
S4 83.24 87.36 100.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.80 98.00 8.80 8.3% 2.72 2.6% 89% False False 8,243
10 106.80 97.93 8.87 8.4% 3.12 2.9% 89% False False 8,567
20 106.80 96.72 10.08 9.5% 3.08 2.9% 90% False False 8,456
40 106.80 91.20 15.60 14.7% 2.52 2.4% 94% False False 6,735
60 106.80 84.70 22.10 20.9% 2.21 2.1% 96% False False 5,157
80 106.80 84.70 22.10 20.9% 1.88 1.8% 96% False False 4,402
100 106.80 84.34 22.46 21.2% 1.72 1.6% 96% False False 3,754
120 106.80 79.86 26.94 25.5% 1.50 1.4% 96% False False 3,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 113.77
2.618 111.04
1.618 109.37
1.000 108.34
0.618 107.70
HIGH 106.67
0.618 106.03
0.500 105.84
0.382 105.64
LOW 105.00
0.618 103.97
1.000 103.33
1.618 102.30
2.618 100.63
4.250 97.90
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 105.84 105.31
PP 105.83 104.80
S1 105.83 104.29

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

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