NYMEX Light Sweet Crude Oil Future August 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 108.07 109.93 1.86 1.7% 104.25
High 109.81 111.90 2.09 1.9% 109.87
Low 107.90 109.83 1.93 1.8% 104.24
Close 109.72 111.74 2.02 1.8% 108.56
Range 1.91 2.07 0.16 8.4% 5.63
ATR 2.88 2.83 -0.05 -1.7% 0.00
Volume 11,697 9,308 -2,389 -20.4% 68,906
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.37 116.62 112.88
R3 115.30 114.55 112.31
R2 113.23 113.23 112.12
R1 112.48 112.48 111.93 112.86
PP 111.16 111.16 111.16 111.34
S1 110.41 110.41 111.55 110.79
S2 109.09 109.09 111.36
S3 107.02 108.34 111.17
S4 104.95 106.27 110.60
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 124.45 122.13 111.66
R3 118.82 116.50 110.11
R2 113.19 113.19 109.59
R1 110.87 110.87 109.08 112.03
PP 107.56 107.56 107.56 108.14
S1 105.24 105.24 108.04 106.40
S2 101.93 101.93 107.53
S3 96.30 99.61 107.01
S4 90.67 93.98 105.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.90 106.05 5.85 5.2% 2.35 2.1% 97% True False 13,411
10 111.90 98.55 13.35 11.9% 2.61 2.3% 99% True False 13,171
20 111.90 97.33 14.57 13.0% 3.05 2.7% 99% True False 12,241
40 111.90 94.67 17.23 15.4% 2.87 2.6% 99% True False 9,589
60 111.90 84.33 27.57 24.7% 2.49 2.2% 99% True False 7,588
80 111.90 84.33 27.57 24.7% 2.15 1.9% 99% True False 6,219
100 111.90 84.33 27.57 24.7% 2.00 1.8% 99% True False 5,215
120 111.90 81.95 29.95 26.8% 1.73 1.5% 99% True False 4,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120.70
2.618 117.32
1.618 115.25
1.000 113.97
0.618 113.18
HIGH 111.90
0.618 111.11
0.500 110.87
0.382 110.62
LOW 109.83
0.618 108.55
1.000 107.76
1.618 106.48
2.618 104.41
4.250 101.03
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 111.45 111.05
PP 111.16 110.35
S1 110.87 109.66

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

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