NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 88.58 89.86 1.28 1.4% 91.36
High 88.60 89.86 1.26 1.4% 92.03
Low 88.58 89.86 1.28 1.4% 88.58
Close 88.53 89.86 1.33 1.5% 88.53
Range 0.02 0.00 -0.02 -100.0% 3.45
ATR 1.13 1.14 0.01 1.3% 0.00
Volume 815 410 -405 -49.7% 2,725
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 89.86 89.86 89.86
R3 89.86 89.86 89.86
R2 89.86 89.86 89.86
R1 89.86 89.86 89.86 89.86
PP 89.86 89.86 89.86 89.86
S1 89.86 89.86 89.86 89.86
S2 89.86 89.86 89.86
S3 89.86 89.86 89.86
S4 89.86 89.86 89.86
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 100.06 97.75 90.43
R3 96.61 94.30 89.48
R2 93.16 93.16 89.16
R1 90.85 90.85 88.85 90.28
PP 89.71 89.71 89.71 89.43
S1 87.40 87.40 88.21 86.83
S2 86.26 86.26 87.90
S3 82.81 83.95 87.58
S4 79.36 80.50 86.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.03 88.58 3.45 3.8% 0.00 0.0% 37% False False 606
10 93.93 88.58 5.35 6.0% 0.12 0.1% 24% False False 398
20 93.93 87.68 6.25 7.0% 0.14 0.2% 35% False False 365
40 93.93 83.94 9.99 11.1% 0.70 0.8% 59% False False 631
60 93.93 78.79 15.14 16.8% 0.77 0.9% 73% False False 621
80 93.93 73.20 20.73 23.1% 0.61 0.7% 80% False False 591
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.86
2.618 89.86
1.618 89.86
1.000 89.86
0.618 89.86
HIGH 89.86
0.618 89.86
0.500 89.86
0.382 89.86
LOW 89.86
0.618 89.86
1.000 89.86
1.618 89.86
2.618 89.86
4.250 89.86
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 89.86 89.65
PP 89.86 89.43
S1 89.86 89.22

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

View Archives - Comment on this page... - Back to Index of Symbols