NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 09-Apr-2008
Day Change Summary
Previous Current
08-Apr-2008 09-Apr-2008 Change Change % Previous Week
Open 102.40 103.80 1.40 1.4% 101.50
High 104.42 106.10 1.68 1.6% 102.90
Low 102.40 101.30 -1.10 -1.1% 97.38
Close 103.66 105.47 1.81 1.7% 101.99
Range 2.02 4.80 2.78 137.6% 5.52
ATR 1.78 2.00 0.22 12.1% 0.00
Volume 88 1,340 1,252 1,422.7% 2,261
Daily Pivots for day following 09-Apr-2008
Classic Woodie Camarilla DeMark
R4 118.69 116.88 108.11
R3 113.89 112.08 106.79
R2 109.09 109.09 106.35
R1 107.28 107.28 105.91 108.19
PP 104.29 104.29 104.29 104.74
S1 102.48 102.48 105.03 103.39
S2 99.49 99.49 104.59
S3 94.69 97.68 104.15
S4 89.89 92.88 102.83
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
5 106.10 99.24 6.86 6.5% 2.04 1.9% 91% True False 696
10 106.10 97.38 8.72 8.3% 1.93 1.8% 93% True False 513
20 106.10 96.69 9.41 8.9% 1.25 1.2% 93% True False 609
40 106.10 90.95 15.15 14.4% 0.80 0.8% 96% True False 656
60 106.10 84.44 21.66 20.5% 0.58 0.6% 97% True False 636
80 106.10 84.44 21.66 20.5% 0.48 0.5% 97% True False 566
100 106.10 83.14 22.96 21.8% 0.65 0.6% 97% True False 640
120 106.10 78.79 27.31 25.9% 0.68 0.6% 98% True False 627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126.50
2.618 118.67
1.618 113.87
1.000 110.90
0.618 109.07
HIGH 106.10
0.618 104.27
0.500 103.70
0.382 103.13
LOW 101.30
0.618 98.33
1.000 96.50
1.618 93.53
2.618 88.73
4.250 80.90
Fisher Pivots for day following 09-Apr-2008
Pivot 1 day 3 day
R1 104.88 104.88
PP 104.29 104.29
S1 103.70 103.70

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

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