NYMEX Light Sweet Crude Oil Future November 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 107.75 107.75 0.00 0.0% 104.74
High 108.00 109.90 1.90 1.8% 107.43
Low 107.52 107.75 0.23 0.2% 104.51
Close 107.91 109.90 1.99 1.8% 106.86
Range 0.48 2.15 1.67 347.9% 2.92
ATR 1.72 1.75 0.03 1.8% 0.00
Volume 622 684 62 10.0% 11,890
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 115.63 114.92 111.08
R3 113.48 112.77 110.49
R2 111.33 111.33 110.29
R1 110.62 110.62 110.10 110.98
PP 109.18 109.18 109.18 109.36
S1 108.47 108.47 109.70 108.83
S2 107.03 107.03 109.51
S3 104.88 106.32 109.31
S4 102.73 104.17 108.72
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 115.03 113.86 108.47
R3 112.11 110.94 107.66
R2 109.19 109.19 107.40
R1 108.02 108.02 107.13 108.61
PP 106.27 106.27 106.27 106.56
S1 105.10 105.10 106.59 105.69
S2 103.35 103.35 106.32
S3 100.43 102.18 106.06
S4 97.51 99.26 105.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.90 104.74 5.16 4.7% 1.14 1.0% 100% True False 2,109
10 109.90 98.15 11.75 10.7% 0.97 0.9% 100% True False 2,285
20 109.90 96.27 13.63 12.4% 1.47 1.3% 100% True False 2,285
40 109.90 95.15 14.75 13.4% 1.33 1.2% 100% True False 1,934
60 109.90 85.48 24.42 22.2% 1.15 1.0% 100% True False 1,501
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 0.12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119.04
2.618 115.53
1.618 113.38
1.000 112.05
0.618 111.23
HIGH 109.90
0.618 109.08
0.500 108.83
0.382 108.57
LOW 107.75
0.618 106.42
1.000 105.60
1.618 104.27
2.618 102.12
4.250 98.61
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 109.54 109.24
PP 109.18 108.58
S1 108.83 107.93

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

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