NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 99.08 99.45 0.37 0.4% 100.52
High 99.08 101.32 2.24 2.3% 104.10
Low 99.08 99.45 0.37 0.4% 100.00
Close 99.08 103.43 4.35 4.4% 103.23
Range 0.00 1.87 1.87 4.10
ATR 1.36 1.42 0.06 4.6% 0.00
Volume 299 627 328 109.7% 5,303
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.01 107.09 104.46
R3 105.14 105.22 103.94
R2 103.27 103.27 103.77
R1 103.35 103.35 103.60 103.31
PP 101.40 101.40 101.40 101.38
S1 101.48 101.48 103.26 101.44
S2 99.53 99.53 103.09
S3 97.66 99.61 102.92
S4 95.79 97.74 102.40
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.74 113.09 105.49
R3 110.64 108.99 104.36
R2 106.54 106.54 103.98
R1 104.89 104.89 103.61 105.72
PP 102.44 102.44 102.44 102.86
S1 100.79 100.79 102.85 101.62
S2 98.34 98.34 102.48
S3 94.24 96.69 102.10
S4 90.14 92.59 100.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.10 99.08 5.02 4.9% 0.60 0.6% 87% False False 815
10 104.10 98.15 5.95 5.8% 0.43 0.4% 89% False False 742
20 104.10 95.30 8.80 8.5% 0.38 0.4% 92% False False 636
40 104.10 84.44 19.66 19.0% 0.32 0.3% 97% False False 699
60 104.10 84.44 19.66 19.0% 0.24 0.2% 97% False False 591
80 104.10 83.94 20.16 19.5% 0.44 0.4% 97% False False 640
100 104.10 80.25 23.85 23.1% 0.59 0.6% 97% False False 634
120 104.10 73.20 30.90 29.9% 0.52 0.5% 98% False False 613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 109.27
2.618 106.22
1.618 104.35
1.000 103.19
0.618 102.48
HIGH 101.32
0.618 100.61
0.500 100.39
0.382 100.16
LOW 99.45
0.618 98.29
1.000 97.58
1.618 96.42
2.618 94.55
4.250 91.50
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 102.42 102.82
PP 101.40 102.20
S1 100.39 101.59

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

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