NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 09-Apr-2008
Day Change Summary
Previous Current
08-Apr-2008 09-Apr-2008 Change Change % Previous Week
Open 105.00 106.26 1.26 1.2% 102.32
High 106.67 108.73 2.06 1.9% 104.20
Low 105.00 105.39 0.39 0.4% 97.93
Close 105.82 107.87 2.05 1.9% 104.02
Range 1.67 3.34 1.67 100.0% 6.27
ATR 2.93 2.96 0.03 1.0% 0.00
Volume 8,916 13,630 4,714 52.9% 44,520
Daily Pivots for day following 09-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.35 115.95 109.71
R3 114.01 112.61 108.79
R2 110.67 110.67 108.48
R1 109.27 109.27 108.18 109.97
PP 107.33 107.33 107.33 107.68
S1 105.93 105.93 107.56 106.63
S2 103.99 103.99 107.26
S3 100.65 102.59 106.95
S4 97.31 99.25 106.03
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
5 108.73 101.00 7.73 7.2% 2.41 2.2% 89% True False 9,418
10 108.73 97.93 10.80 10.0% 3.10 2.9% 92% True False 9,186
20 108.73 96.72 12.01 11.1% 3.16 2.9% 93% True False 8,648
40 108.73 91.21 17.52 16.2% 2.57 2.4% 95% True False 6,963
60 108.73 84.70 24.03 22.3% 2.25 2.1% 96% True False 5,367
80 108.73 84.70 24.03 22.3% 1.89 1.7% 96% True False 4,536
100 108.73 84.34 24.39 22.6% 1.74 1.6% 96% True False 3,886
120 108.73 79.86 28.87 26.8% 1.53 1.4% 97% True False 3,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122.93
2.618 117.47
1.618 114.13
1.000 112.07
0.618 110.79
HIGH 108.73
0.618 107.45
0.500 107.06
0.382 106.67
LOW 105.39
0.618 103.33
1.000 102.05
1.618 99.99
2.618 96.65
4.250 91.20
Fisher Pivots for day following 09-Apr-2008
Pivot 1 day 3 day
R1 107.60 107.40
PP 107.33 106.93
S1 107.06 106.46

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

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