NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 110.30 111.16 0.86 0.8% 106.04
High 110.54 112.10 1.56 1.4% 112.10
Low 109.90 111.11 1.21 1.1% 106.04
Close 110.36 111.74 1.38 1.3% 111.74
Range 0.64 0.99 0.35 54.7% 6.06
ATR 1.66 1.66 0.01 0.4% 0.00
Volume 383 906 523 136.6% 3,169
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 114.62 114.17 112.28
R3 113.63 113.18 112.01
R2 112.64 112.64 111.92
R1 112.19 112.19 111.83 112.42
PP 111.65 111.65 111.65 111.76
S1 111.20 111.20 111.65 111.43
S2 110.66 110.66 111.56
S3 109.67 110.21 111.47
S4 108.68 109.22 111.20
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 128.14 126.00 115.07
R3 122.08 119.94 113.41
R2 116.02 116.02 112.85
R1 113.88 113.88 112.30 114.95
PP 109.96 109.96 109.96 110.50
S1 107.82 107.82 111.18 108.89
S2 103.90 103.90 110.63
S3 97.84 101.76 110.07
S4 91.78 95.70 108.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.10 106.04 6.06 5.4% 0.97 0.9% 94% True False 633
10 112.10 101.30 10.80 9.7% 1.49 1.3% 97% True False 614
20 112.10 96.69 15.41 13.8% 1.43 1.3% 98% True False 520
40 112.10 95.30 16.80 15.0% 0.89 0.8% 98% True False 606
60 112.10 86.00 26.10 23.4% 0.69 0.6% 99% True False 647
80 112.10 84.44 27.66 24.8% 0.54 0.5% 99% True False 583
100 112.10 83.94 28.16 25.2% 0.65 0.6% 99% True False 615
120 112.10 82.46 29.64 26.5% 0.73 0.7% 99% True False 629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.31
2.618 114.69
1.618 113.70
1.000 113.09
0.618 112.71
HIGH 112.10
0.618 111.72
0.500 111.61
0.382 111.49
LOW 111.11
0.618 110.50
1.000 110.12
1.618 109.51
2.618 108.52
4.250 106.90
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 111.70 111.31
PP 111.65 110.88
S1 111.61 110.45

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

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