NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 98.15 100.53 2.38 2.4% 96.36
High 98.15 100.53 2.38 2.4% 100.12
Low 98.15 100.00 1.85 1.9% 96.36
Close 100.50 100.93 0.43 0.4% 99.27
Range 0.00 0.53 0.53 3.76
ATR 1.29 1.24 -0.05 -4.2% 0.00
Volume 798 43 -755 -94.6% 3,000
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.08 102.03 101.22
R3 101.55 101.50 101.08
R2 101.02 101.02 101.03
R1 100.97 100.97 100.98 101.00
PP 100.49 100.49 100.49 100.50
S1 100.44 100.44 100.88 100.47
S2 99.96 99.96 100.83
S3 99.43 99.91 100.78
S4 98.90 99.38 100.64
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 109.86 108.33 101.34
R3 106.10 104.57 100.30
R2 102.34 102.34 99.96
R1 100.81 100.81 99.61 101.58
PP 98.58 98.58 98.58 98.97
S1 97.05 97.05 98.93 97.82
S2 94.82 94.82 98.58
S3 91.06 93.29 98.24
S4 87.30 89.53 97.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.97 97.91 3.06 3.0% 0.32 0.3% 99% False False 412
10 100.97 95.30 5.67 5.6% 0.28 0.3% 99% False False 530
20 100.97 86.00 14.97 14.8% 0.39 0.4% 100% False False 740
40 100.97 84.44 16.53 16.4% 0.23 0.2% 100% False False 639
60 100.97 84.44 16.53 16.4% 0.24 0.2% 100% False False 545
80 100.97 82.46 18.51 18.3% 0.56 0.6% 100% False False 620
100 100.97 78.37 22.60 22.4% 0.56 0.6% 100% False False 607
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 0.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.78
2.618 101.92
1.618 101.39
1.000 101.06
0.618 100.86
HIGH 100.53
0.618 100.33
0.500 100.27
0.382 100.20
LOW 100.00
0.618 99.67
1.000 99.47
1.618 99.14
2.618 98.61
4.250 97.75
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 100.71 100.36
PP 100.49 99.79
S1 100.27 99.22

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

View Archives - Comment on this page... - Back to Index of Symbols