NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 15-Apr-2008
Day Change Summary
Previous Current
14-Apr-2008 15-Apr-2008 Change Change % Previous Week
Open 107.45 107.45 0.00 0.0% 104.50
High 109.10 111.25 2.15 2.0% 108.87
Low 107.40 107.45 0.05 0.0% 104.18
Close 109.06 111.07 2.01 1.8% 107.96
Range 1.70 3.80 2.10 123.5% 4.69
ATR 2.75 2.83 0.07 2.7% 0.00
Volume 6,849 5,220 -1,629 -23.8% 51,949
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 121.32 120.00 113.16
R3 117.52 116.20 112.12
R2 113.72 113.72 111.77
R1 112.40 112.40 111.42 113.06
PP 109.92 109.92 109.92 110.26
S1 108.60 108.60 110.72 109.26
S2 106.12 106.12 110.37
S3 102.32 104.80 110.03
S4 98.52 101.00 108.98
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 121.07 119.21 110.54
R3 116.38 114.52 109.25
R2 111.69 111.69 108.82
R1 109.83 109.83 108.39 110.76
PP 107.00 107.00 107.00 107.47
S1 105.14 105.14 107.53 106.07
S2 102.31 102.31 107.10
S3 97.62 100.45 106.67
S4 92.93 95.76 105.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.25 105.39 5.86 5.3% 2.60 2.3% 97% True False 9,991
10 111.25 98.00 13.25 11.9% 2.66 2.4% 99% True False 9,117
20 111.25 96.72 14.53 13.1% 3.08 2.8% 99% True False 8,657
40 111.25 94.46 16.79 15.1% 2.68 2.4% 99% True False 7,428
60 111.25 84.70 26.55 23.9% 2.30 2.1% 99% True False 5,913
80 111.25 84.70 26.55 23.9% 1.97 1.8% 99% True False 4,881
100 111.25 84.34 26.91 24.2% 1.82 1.6% 99% True False 4,216
120 111.25 81.51 29.74 26.8% 1.60 1.4% 99% True False 3,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127.40
2.618 121.20
1.618 117.40
1.000 115.05
0.618 113.60
HIGH 111.25
0.618 109.80
0.500 109.35
0.382 108.90
LOW 107.45
0.618 105.10
1.000 103.65
1.618 101.30
2.618 97.50
4.250 91.30
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 110.50 110.38
PP 109.92 109.69
S1 109.35 109.00

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

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