NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 90.54 92.20 1.66 1.8% 89.60
High 90.54 93.35 2.81 3.1% 91.40
Low 90.54 92.20 1.66 1.8% 89.60
Close 90.54 93.54 3.00 3.3% 90.44
Range 0.00 1.15 1.15 1.80
ATR 1.08 1.20 0.12 11.5% 0.00
Volume 423 50 -373 -88.2% 653
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.48 96.16 94.17
R3 95.33 95.01 93.86
R2 94.18 94.18 93.75
R1 93.86 93.86 93.65 94.02
PP 93.03 93.03 93.03 93.11
S1 92.71 92.71 93.43 92.87
S2 91.88 91.88 93.33
S3 90.73 91.56 93.22
S4 89.58 90.41 92.91
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 95.88 94.96 91.43
R3 94.08 93.16 90.94
R2 92.28 92.28 90.77
R1 91.36 91.36 90.61 91.82
PP 90.48 90.48 90.48 90.71
S1 89.56 89.56 90.28 90.02
S2 88.68 88.68 90.11
S3 86.88 87.76 89.95
S4 85.08 85.96 89.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.35 90.17 3.18 3.4% 0.29 0.3% 106% True False 189
10 93.35 87.84 5.51 5.9% 0.27 0.3% 103% True False 314
20 93.35 84.59 8.76 9.4% 0.67 0.7% 102% True False 591
40 93.35 82.46 10.89 11.6% 1.06 1.1% 102% True False 656
60 93.35 75.30 18.05 19.3% 0.79 0.8% 101% True False 589
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 98.24
2.618 96.36
1.618 95.21
1.000 94.50
0.618 94.06
HIGH 93.35
0.618 92.91
0.500 92.78
0.382 92.64
LOW 92.20
0.618 91.49
1.000 91.05
1.618 90.34
2.618 89.19
4.250 87.31
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 93.29 93.01
PP 93.03 92.48
S1 92.78 91.95

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

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