NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 11-Apr-2008
Day Change Summary
Previous Current
10-Apr-2008 11-Apr-2008 Change Change % Previous Week
Open 106.16 105.06 -1.10 -1.0% 103.01
High 106.16 105.06 -1.10 -1.0% 106.16
Low 104.00 105.06 1.06 1.0% 101.30
Close 105.34 105.82 0.48 0.5% 105.82
Range 2.16 0.00 -2.16 -100.0% 4.86
ATR 2.01 1.88 -0.12 -6.1% 0.00
Volume 496 602 106 21.4% 2,980
Daily Pivots for day following 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 105.31 105.57 105.82
R3 105.31 105.57 105.82
R2 105.31 105.31 105.82
R1 105.57 105.57 105.82 105.44
PP 105.31 105.31 105.31 105.25
S1 105.57 105.57 105.82 105.44
S2 105.31 105.31 105.82
S3 105.31 105.57 105.82
S4 105.31 105.57 105.82
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 119.01 117.27 108.49
R3 114.15 112.41 107.16
R2 109.29 109.29 106.71
R1 107.55 107.55 106.27 108.42
PP 104.43 104.43 104.43 104.86
S1 102.69 102.69 105.37 103.56
S2 99.57 99.57 104.93
S3 94.71 97.83 104.48
S4 89.85 92.97 103.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.16 101.30 4.86 4.6% 2.01 1.9% 93% False False 596
10 106.16 97.38 8.78 8.3% 2.10 2.0% 96% False False 524
20 106.16 96.69 9.47 8.9% 1.36 1.3% 96% False False 529
40 106.16 92.74 13.42 12.7% 0.84 0.8% 97% False False 661
60 106.16 84.44 21.72 20.5% 0.62 0.6% 98% False False 646
80 106.16 84.44 21.72 20.5% 0.50 0.5% 98% False False 575
100 106.16 83.94 22.22 21.0% 0.64 0.6% 98% False False 634
120 106.16 78.79 27.37 25.9% 0.69 0.7% 99% False False 631
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 105.06
2.618 105.06
1.618 105.06
1.000 105.06
0.618 105.06
HIGH 105.06
0.618 105.06
0.500 105.06
0.382 105.06
LOW 105.06
0.618 105.06
1.000 105.06
1.618 105.06
2.618 105.06
4.250 105.06
Fisher Pivots for day following 11-Apr-2008
Pivot 1 day 3 day
R1 105.57 105.12
PP 105.31 104.43
S1 105.06 103.73

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

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