NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 100.99 101.50 0.51 0.5% 97.70
High 100.99 101.50 0.51 0.5% 102.32
Low 100.99 98.40 -2.59 -2.6% 96.69
Close 100.99 97.93 -3.06 -3.0% 100.99
Range 0.00 3.10 3.10 5.63
ATR 1.35 1.47 0.13 9.3% 0.00
Volume 260 304 44 16.9% 1,995
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.58 106.35 99.64
R3 105.48 103.25 98.78
R2 102.38 102.38 98.50
R1 100.15 100.15 98.21 99.72
PP 99.28 99.28 99.28 99.06
S1 97.05 97.05 97.65 96.62
S2 96.18 96.18 97.36
S3 93.08 93.95 97.08
S4 89.98 90.85 96.23
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.89 114.57 104.09
R3 111.26 108.94 102.54
R2 105.63 105.63 102.02
R1 103.31 103.31 101.51 104.47
PP 100.00 100.00 100.00 100.58
S1 97.68 97.68 100.47 98.84
S2 94.37 94.37 99.96
S3 88.74 92.05 99.44
S4 83.11 86.42 97.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.32 96.69 5.63 5.7% 1.14 1.2% 22% False False 345
10 102.68 96.69 5.99 6.1% 0.82 0.8% 21% False False 520
20 104.10 96.69 7.41 7.6% 0.58 0.6% 17% False False 624
40 104.10 86.00 18.10 18.5% 0.45 0.5% 66% False False 720
60 104.10 84.44 19.66 20.1% 0.32 0.3% 69% False False 623
80 104.10 84.44 19.66 20.1% 0.41 0.4% 69% False False 615
100 104.10 82.46 21.64 22.1% 0.62 0.6% 71% False False 636
120 104.10 75.30 28.80 29.4% 0.56 0.6% 79% False False 606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 114.68
2.618 109.62
1.618 106.52
1.000 104.60
0.618 103.42
HIGH 101.50
0.618 100.32
0.500 99.95
0.382 99.58
LOW 98.40
0.618 96.48
1.000 95.30
1.618 93.38
2.618 90.28
4.250 85.23
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 99.95 100.36
PP 99.28 99.55
S1 98.60 98.74

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

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