NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 98.31 100.55 2.24 2.3% 99.08
High 98.31 101.06 2.75 2.8% 102.68
Low 96.69 100.55 3.86 4.0% 97.80
Close 98.31 101.39 3.08 3.1% 97.80
Range 1.62 0.51 -1.11 -68.5% 4.88
ATR 1.28 1.38 0.11 8.2% 0.00
Volume 112 315 203 181.3% 2,902
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.53 102.47 101.67
R3 102.02 101.96 101.53
R2 101.51 101.51 101.48
R1 101.45 101.45 101.44 101.48
PP 101.00 101.00 101.00 101.02
S1 100.94 100.94 101.34 100.97
S2 100.49 100.49 101.30
S3 99.98 100.43 101.25
S4 99.47 99.92 101.11
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.07 110.81 100.48
R3 109.19 105.93 99.14
R2 104.31 104.31 98.69
R1 101.05 101.05 98.25 100.24
PP 99.43 99.43 99.43 99.02
S1 96.17 96.17 97.35 95.36
S2 94.55 94.55 96.91
S3 89.67 91.29 96.46
S4 84.79 86.41 95.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.68 96.69 5.99 5.9% 0.56 0.5% 78% False False 595
10 104.10 96.69 7.41 7.3% 0.58 0.6% 63% False False 705
20 104.10 96.69 7.41 7.3% 0.44 0.4% 63% False False 605
40 104.10 86.00 18.10 17.9% 0.37 0.4% 85% False False 719
60 104.10 84.44 19.66 19.4% 0.29 0.3% 86% False False 612
80 104.10 83.94 20.16 19.9% 0.43 0.4% 87% False False 607
100 104.10 82.46 21.64 21.3% 0.61 0.6% 87% False False 635
120 104.10 74.49 29.61 29.2% 0.53 0.5% 91% False False 628
Crabel Price Patterns
NR True
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 0.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.23
2.618 102.40
1.618 101.89
1.000 101.57
0.618 101.38
HIGH 101.06
0.618 100.87
0.500 100.81
0.382 100.74
LOW 100.55
0.618 100.23
1.000 100.04
1.618 99.72
2.618 99.21
4.250 98.38
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 101.20 100.55
PP 101.00 99.71
S1 100.81 98.88

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

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