NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 100.52 100.39 -0.13 -0.1% 100.01
High 100.52 100.70 0.18 0.2% 100.97
Low 100.52 100.00 -0.52 -0.5% 97.91
Close 100.52 101.41 0.89 0.9% 99.64
Range 0.00 0.70 0.70 3.06
ATR 1.22 1.18 -0.04 -3.0% 0.00
Volume 1,662 490 -1,172 -70.5% 1,977
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.80 102.81 101.80
R3 102.10 102.11 101.60
R2 101.40 101.40 101.54
R1 101.41 101.41 101.47 101.41
PP 100.70 100.70 100.70 100.70
S1 100.71 100.71 101.35 100.71
S2 100.00 100.00 101.28
S3 99.30 100.01 101.22
S4 98.60 99.31 101.03
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.69 107.22 101.32
R3 105.63 104.16 100.48
R2 102.57 102.57 100.20
R1 101.10 101.10 99.92 100.31
PP 99.51 99.51 99.51 99.11
S1 98.04 98.04 99.36 97.25
S2 96.45 96.45 99.08
S3 93.39 94.98 98.80
S4 90.33 91.92 97.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.70 98.15 2.55 2.5% 0.25 0.2% 128% True False 670
10 100.97 97.66 3.31 3.3% 0.30 0.3% 113% False False 505
20 100.97 90.95 10.02 9.9% 0.34 0.3% 104% False False 703
40 100.97 84.44 16.53 16.3% 0.25 0.2% 103% False False 649
60 100.97 84.44 16.53 16.3% 0.22 0.2% 103% False False 552
80 100.97 83.14 17.83 17.6% 0.50 0.5% 102% False False 648
100 100.97 78.79 22.18 21.9% 0.56 0.6% 102% False False 631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.68
2.618 102.53
1.618 101.83
1.000 101.40
0.618 101.13
HIGH 100.70
0.618 100.43
0.500 100.35
0.382 100.27
LOW 100.00
0.618 99.57
1.000 99.30
1.618 98.87
2.618 98.17
4.250 97.03
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 101.06 101.00
PP 100.70 100.58
S1 100.35 100.17

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

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