NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 107.45 110.85 3.40 3.2% 104.50
High 111.25 112.49 1.24 1.1% 108.87
Low 107.45 110.05 2.60 2.4% 104.18
Close 111.07 112.43 1.36 1.2% 107.96
Range 3.80 2.44 -1.36 -35.8% 4.69
ATR 2.83 2.80 -0.03 -1.0% 0.00
Volume 5,220 10,649 5,429 104.0% 51,949
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 118.98 118.14 113.77
R3 116.54 115.70 113.10
R2 114.10 114.10 112.88
R1 113.26 113.26 112.65 113.68
PP 111.66 111.66 111.66 111.87
S1 110.82 110.82 112.21 111.24
S2 109.22 109.22 111.98
S3 106.78 108.38 111.76
S4 104.34 105.94 111.09
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
5 112.49 106.06 6.43 5.7% 2.42 2.2% 99% True False 9,395
10 112.49 101.00 11.49 10.2% 2.42 2.1% 99% True False 9,407
20 112.49 96.72 15.77 14.0% 2.95 2.6% 100% True False 8,759
40 112.49 95.83 16.66 14.8% 2.65 2.4% 100% True False 7,611
60 112.49 85.11 27.38 24.4% 2.30 2.0% 100% True False 6,041
80 112.49 84.70 27.79 24.7% 1.98 1.8% 100% True False 5,004
100 112.49 84.34 28.15 25.0% 1.83 1.6% 100% True False 4,319
120 112.49 83.49 29.00 25.8% 1.62 1.4% 100% True False 3,889
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122.86
2.618 118.88
1.618 116.44
1.000 114.93
0.618 114.00
HIGH 112.49
0.618 111.56
0.500 111.27
0.382 110.98
LOW 110.05
0.618 108.54
1.000 107.61
1.618 106.10
2.618 103.66
4.250 99.68
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 112.04 111.60
PP 111.66 110.77
S1 111.27 109.95

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

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