NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 86.61 84.00 -2.61 -3.0% 89.52
High 86.61 84.00 -2.61 -3.0% 89.52
Low 86.61 84.00 -2.61 -3.0% 86.43
Close 86.61 86.01 -0.60 -0.7% 86.61
Range
ATR 0.95 1.07 0.12 12.5% 0.00
Volume 376 215 -161 -42.8% 1,572
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 84.67 85.34 86.01
R3 84.67 85.34 86.01
R2 84.67 84.67 86.01
R1 85.34 85.34 86.01 85.01
PP 84.67 84.67 84.67 84.50
S1 85.34 85.34 86.01 85.01
S2 84.67 84.67 86.01
S3 84.67 85.34 86.01
S4 84.67 85.34 86.01
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.79 94.79 88.31
R3 93.70 91.70 87.46
R2 90.61 90.61 87.18
R1 88.61 88.61 86.89 88.07
PP 87.52 87.52 87.52 87.25
S1 85.52 85.52 86.33 84.98
S2 84.43 84.43 86.04
S3 81.34 82.43 85.76
S4 78.25 79.34 84.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.20 84.00 4.20 4.9% 0.00 0.0% 48% False True 310
10 91.67 84.00 7.67 8.9% 0.02 0.0% 26% False True 378
20 94.33 84.00 10.33 12.0% 0.08 0.1% 19% False True 313
40 94.33 84.00 10.33 12.0% 0.08 0.1% 19% False True 420
60 94.33 81.29 13.04 15.2% 0.05 0.1% 36% False False 394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.00
Fibonacci Retracements and Extensions
4.250 84.00
2.618 84.00
1.618 84.00
1.000 84.00
0.618 84.00
HIGH 84.00
0.618 84.00
0.500 84.00
0.382 84.00
LOW 84.00
0.618 84.00
1.000 84.00
1.618 84.00
2.618 84.00
4.250 84.00
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 85.34 85.78
PP 84.67 85.54
S1 84.00 85.31

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

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