NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 08-Apr-2008
Day Change Summary
Previous Current
07-Apr-2008 08-Apr-2008 Change Change % Previous Week
Open 103.01 102.40 -0.61 -0.6% 101.50
High 104.10 104.42 0.32 0.3% 102.90
Low 103.01 102.40 -0.61 -0.6% 97.38
Close 104.37 103.66 -0.71 -0.7% 101.99
Range 1.09 2.02 0.93 85.3% 5.52
ATR 1.76 1.78 0.02 1.0% 0.00
Volume 454 88 -366 -80.6% 2,261
Daily Pivots for day following 08-Apr-2008
Classic Woodie Camarilla DeMark
R4 109.55 108.63 104.77
R3 107.53 106.61 104.22
R2 105.51 105.51 104.03
R1 104.59 104.59 103.85 105.05
PP 103.49 103.49 103.49 103.73
S1 102.57 102.57 103.47 103.03
S2 101.47 101.47 103.29
S3 99.45 100.55 103.10
S4 97.43 98.53 102.55
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.32 115.17 105.03
R3 111.80 109.65 103.51
R2 106.28 106.28 103.00
R1 104.13 104.13 102.50 105.21
PP 100.76 100.76 100.76 101.29
S1 98.61 98.61 101.48 99.69
S2 95.24 95.24 100.98
S3 89.72 93.09 100.47
S4 84.20 87.57 98.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.42 97.38 7.04 6.8% 2.19 2.1% 89% True False 465
10 104.42 97.38 7.04 6.8% 1.50 1.4% 89% True False 411
20 104.42 96.69 7.73 7.5% 1.05 1.0% 90% True False 567
40 104.42 90.95 13.47 13.0% 0.69 0.7% 94% True False 627
60 104.42 84.44 19.98 19.3% 0.50 0.5% 96% True False 627
80 104.42 84.44 19.98 19.3% 0.44 0.4% 96% True False 554
100 104.42 83.14 21.28 20.5% 0.62 0.6% 96% True False 629
120 104.42 78.37 26.05 25.1% 0.64 0.6% 97% True False 616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113.01
2.618 109.71
1.618 107.69
1.000 106.44
0.618 105.67
HIGH 104.42
0.618 103.65
0.500 103.41
0.382 103.17
LOW 102.40
0.618 101.15
1.000 100.38
1.618 99.13
2.618 97.11
4.250 93.82
Fisher Pivots for day following 08-Apr-2008
Pivot 1 day 3 day
R1 103.58 103.34
PP 103.49 103.01
S1 103.41 102.69

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

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