NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 10-Apr-2008
Day Change Summary
Previous Current
09-Apr-2008 10-Apr-2008 Change Change % Previous Week
Open 106.26 107.71 1.45 1.4% 102.32
High 108.73 108.87 0.14 0.1% 104.20
Low 105.39 106.06 0.67 0.6% 97.93
Close 107.87 107.61 -0.26 -0.2% 104.02
Range 3.34 2.81 -0.53 -15.9% 6.27
ATR 2.96 2.95 -0.01 -0.4% 0.00
Volume 13,630 12,862 -768 -5.6% 44,520
Daily Pivots for day following 10-Apr-2008
Classic Woodie Camarilla DeMark
R4 115.94 114.59 109.16
R3 113.13 111.78 108.38
R2 110.32 110.32 108.13
R1 108.97 108.97 107.87 108.24
PP 107.51 107.51 107.51 107.15
S1 106.16 106.16 107.35 105.43
S2 104.70 104.70 107.09
S3 101.89 103.35 106.84
S4 99.08 100.54 106.06
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
5 108.87 101.77 7.10 6.6% 2.56 2.4% 82% True False 10,032
10 108.87 97.93 10.94 10.2% 3.19 3.0% 88% True False 9,434
20 108.87 96.72 12.15 11.3% 3.21 3.0% 90% True False 8,544
40 108.87 93.00 15.87 14.7% 2.61 2.4% 92% True False 7,154
60 108.87 84.70 24.17 22.5% 2.25 2.1% 95% True False 5,572
80 108.87 84.70 24.17 22.5% 1.92 1.8% 95% True False 4,618
100 108.87 84.34 24.53 22.8% 1.77 1.6% 95% True False 4,011
120 108.87 79.86 29.01 27.0% 1.55 1.4% 96% True False 3,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.81
2.618 116.23
1.618 113.42
1.000 111.68
0.618 110.61
HIGH 108.87
0.618 107.80
0.500 107.47
0.382 107.13
LOW 106.06
0.618 104.32
1.000 103.25
1.618 101.51
2.618 98.70
4.250 94.12
Fisher Pivots for day following 10-Apr-2008
Pivot 1 day 3 day
R1 107.56 107.39
PP 107.51 107.16
S1 107.47 106.94

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

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