NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 04-Feb-2008
Day Change Summary
Previous Current
01-Feb-2008 04-Feb-2008 Change Change % Previous Week
Open 87.45 88.35 0.90 1.0% 87.90
High 87.45 88.35 0.90 1.0% 89.98
Low 87.45 88.35 0.90 1.0% 87.45
Close 87.89 88.79 0.90 1.0% 87.89
Range
ATR 1.08 1.04 -0.04 -4.1% 0.00
Volume 124 125 1 0.8% 1,529
Daily Pivots for day following 04-Feb-2008
Classic Woodie Camarilla DeMark
R4 88.50 88.64 88.79
R3 88.50 88.64 88.79
R2 88.50 88.50 88.79
R1 88.64 88.64 88.79 88.57
PP 88.50 88.50 88.50 88.46
S1 88.64 88.64 88.79 88.57
S2 88.50 88.50 88.79
S3 88.50 88.64 88.79
S4 88.50 88.64 88.79
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.03 94.49 89.28
R3 93.50 91.96 88.59
R2 90.97 90.97 88.35
R1 89.43 89.43 88.12 88.94
PP 88.44 88.44 88.44 88.19
S1 86.90 86.90 87.66 86.41
S2 85.91 85.91 87.43
S3 83.38 84.37 87.19
S4 80.85 81.84 86.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.98 87.45 2.53 2.8% 0.05 0.1% 53% False False 302
10 89.98 84.44 5.54 6.2% 0.12 0.1% 79% False False 370
20 92.03 84.44 7.59 8.5% 0.07 0.1% 57% False False 425
40 93.93 84.44 9.49 10.7% 0.26 0.3% 46% False False 457
60 93.93 82.46 11.47 12.9% 0.66 0.7% 55% False False 561
80 93.93 76.78 17.15 19.3% 0.60 0.7% 70% False False 539
Crabel Price Patterns
NR False
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 0.01
Fibonacci Retracements and Extensions
4.250 88.35
2.618 88.35
1.618 88.35
1.000 88.35
0.618 88.35
HIGH 88.35
0.618 88.35
0.500 88.35
0.382 88.35
LOW 88.35
0.618 88.35
1.000 88.35
1.618 88.35
2.618 88.35
4.250 88.35
Fisher Pivots for day following 04-Feb-2008
Pivot 1 day 3 day
R1 88.64 88.77
PP 88.50 88.74
S1 88.35 88.72

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

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