NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 113.50 110.85 -2.65 -2.3% 106.34
High 113.50 111.20 -2.30 -2.0% 111.24
Low 113.50 110.85 -2.65 -2.3% 106.34
Close 113.67 111.24 -2.43 -2.1% 111.24
Range 0.00 0.35 0.35 4.90
ATR 1.12 1.24 0.12 10.9% 0.00
Volume 408 77 -331 -81.1% 2,865
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 112.15 112.04 111.43
R3 111.80 111.69 111.34
R2 111.45 111.45 111.30
R1 111.34 111.34 111.27 111.40
PP 111.10 111.10 111.10 111.12
S1 110.99 110.99 111.21 111.05
S2 110.75 110.75 111.18
S3 110.40 110.64 111.14
S4 110.05 110.29 111.05
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 124.31 122.67 113.94
R3 119.41 117.77 112.59
R2 114.51 114.51 112.14
R1 112.87 112.87 111.69 113.69
PP 109.61 109.61 109.61 110.02
S1 107.97 107.97 110.79 108.79
S2 104.71 104.71 110.34
S3 99.81 103.07 109.89
S4 94.91 98.17 108.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.50 110.85 2.65 2.4% 0.17 0.2% 15% False True 158
10 113.50 105.34 8.16 7.3% 0.09 0.1% 72% False False 396
20 113.50 95.99 17.51 15.7% 0.07 0.1% 87% False False 317
40 113.50 95.99 17.51 15.7% 0.09 0.1% 87% False False 376
60 113.50 86.06 27.44 24.7% 0.11 0.1% 92% False False 348
80 113.50 84.00 29.50 26.5% 0.10 0.1% 92% False False 336
100 113.50 84.00 29.50 26.5% 0.10 0.1% 92% False False 379
120 113.50 82.95 30.55 27.5% 0.08 0.1% 93% False False 362
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 0.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.69
2.618 112.12
1.618 111.77
1.000 111.55
0.618 111.42
HIGH 111.20
0.618 111.07
0.500 111.03
0.382 110.98
LOW 110.85
0.618 110.63
1.000 110.50
1.618 110.28
2.618 109.93
4.250 109.36
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 111.17 112.18
PP 111.10 111.86
S1 111.03 111.55

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

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