NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 100.39 102.20 1.81 1.8% 100.01
High 100.70 102.20 1.50 1.5% 100.97
Low 100.00 102.20 2.20 2.2% 97.91
Close 101.41 102.87 1.46 1.4% 99.64
Range 0.70 0.00 -0.70 -100.0% 3.06
ATR 1.18 1.15 -0.03 -2.4% 0.00
Volume 490 1,260 770 157.1% 1,977
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.42 102.65 102.87
R3 102.42 102.65 102.87
R2 102.42 102.42 102.87
R1 102.65 102.65 102.87 102.54
PP 102.42 102.42 102.42 102.37
S1 102.65 102.65 102.87 102.54
S2 102.42 102.42 102.87
S3 102.42 102.65 102.87
S4 102.42 102.65 102.87
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
5 102.20 99.64 2.56 2.5% 0.25 0.2% 126% True False 762
10 102.20 97.91 4.29 4.2% 0.23 0.2% 116% True False 608
20 102.20 91.25 10.95 10.6% 0.32 0.3% 106% True False 757
40 102.20 84.44 17.76 17.3% 0.25 0.2% 104% True False 670
60 102.20 84.44 17.76 17.3% 0.21 0.2% 104% True False 569
80 102.20 83.94 18.26 17.8% 0.47 0.5% 104% True False 651
100 102.20 78.79 23.41 22.8% 0.56 0.5% 103% True False 641
120 102.20 73.20 29.00 28.2% 0.49 0.5% 102% True False 617
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.20
2.618 102.20
1.618 102.20
1.000 102.20
0.618 102.20
HIGH 102.20
0.618 102.20
0.500 102.20
0.382 102.20
LOW 102.20
0.618 102.20
1.000 102.20
1.618 102.20
2.618 102.20
4.250 102.20
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 102.65 102.28
PP 102.42 101.69
S1 102.20 101.10

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

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