NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 113.45 112.55 -0.90 -0.8% 114.06
High 114.53 112.55 -1.98 -1.7% 116.70
Low 111.25 108.40 -2.85 -2.6% 112.20
Close 111.32 110.50 -0.82 -0.7% 115.77
Range 3.28 4.15 0.87 26.5% 4.50
ATR 2.82 2.92 0.09 3.4% 0.00
Volume 14,852 17,201 2,349 15.8% 55,596
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 122.93 120.87 112.78
R3 118.78 116.72 111.64
R2 114.63 114.63 111.26
R1 112.57 112.57 110.88 111.53
PP 110.48 110.48 110.48 109.96
S1 108.42 108.42 110.12 107.38
S2 106.33 106.33 109.74
S3 102.18 104.27 109.36
S4 98.03 100.12 108.22
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 128.39 126.58 118.25
R3 123.89 122.08 117.01
R2 119.39 119.39 116.60
R1 117.58 117.58 116.18 118.49
PP 114.89 114.89 114.89 115.34
S1 113.08 113.08 115.36 113.99
S2 110.39 110.39 114.95
S3 105.89 108.58 114.53
S4 101.39 104.08 113.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117.00 108.40 8.60 7.8% 3.33 3.0% 24% False True 15,759
10 117.00 108.40 8.60 7.8% 3.04 2.7% 24% False True 12,743
20 117.00 101.77 15.23 13.8% 2.67 2.4% 57% False False 10,941
40 117.00 96.72 20.28 18.4% 2.89 2.6% 68% False False 9,585
60 117.00 86.68 30.32 27.4% 2.57 2.3% 79% False False 7,861
80 117.00 84.70 32.30 29.2% 2.26 2.0% 80% False False 6,378
100 117.00 84.70 32.30 29.2% 2.00 1.8% 80% False False 5,519
120 117.00 84.34 32.66 29.6% 1.84 1.7% 80% False False 4,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.62
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130.19
2.618 123.41
1.618 119.26
1.000 116.70
0.618 115.11
HIGH 112.55
0.618 110.96
0.500 110.48
0.382 109.99
LOW 108.40
0.618 105.84
1.000 104.25
1.618 101.69
2.618 97.54
4.250 90.76
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 110.49 112.25
PP 110.48 111.67
S1 110.48 111.08

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

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