NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 97.38 97.50 0.12 0.1% 97.70
High 97.38 102.90 5.52 5.7% 102.32
Low 97.38 97.38 0.00 0.0% 96.69
Close 97.38 100.90 3.52 3.6% 100.99
Range 0.00 5.52 5.52 5.63
ATR 1.41 1.70 0.29 20.8% 0.00
Volume 173 184 11 6.4% 1,995
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 116.95 114.45 103.94
R3 111.43 108.93 102.42
R2 105.91 105.91 101.91
R1 103.41 103.41 101.41 104.66
PP 100.39 100.39 100.39 101.02
S1 97.89 97.89 100.39 99.14
S2 94.87 94.87 99.89
S3 89.35 92.37 99.38
S4 83.83 86.85 97.86
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
5 102.90 97.38 5.52 5.5% 1.81 1.8% 64% True True 331
10 102.90 96.69 6.21 6.2% 1.19 1.2% 68% True False 463
20 104.10 96.69 7.41 7.3% 0.81 0.8% 57% False False 603
40 104.10 86.00 18.10 17.9% 0.59 0.6% 82% False False 722
60 104.10 84.44 19.66 19.5% 0.41 0.4% 84% False False 623
80 104.10 84.44 19.66 19.5% 0.42 0.4% 84% False False 590
100 104.10 82.46 21.64 21.4% 0.63 0.6% 85% False False 625
120 104.10 76.78 27.32 27.1% 0.59 0.6% 88% False False 600
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 0.01
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 126.36
2.618 117.35
1.618 111.83
1.000 108.42
0.618 106.31
HIGH 102.90
0.618 100.79
0.500 100.14
0.382 99.49
LOW 97.38
0.618 93.97
1.000 91.86
1.618 88.45
2.618 82.93
4.250 73.92
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 100.65 100.65
PP 100.39 100.39
S1 100.14 100.14

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

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