NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 99.45 102.68 3.23 3.2% 100.52
High 101.32 102.68 1.36 1.3% 104.10
Low 99.45 102.28 2.83 2.8% 100.00
Close 103.43 98.10 -5.33 -5.2% 103.23
Range 1.87 0.40 -1.47 -78.6% 4.10
ATR 1.42 1.40 -0.02 -1.4% 0.00
Volume 627 1,708 1,081 172.4% 5,303
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.22 100.56 98.32
R3 101.82 100.16 98.21
R2 101.42 101.42 98.17
R1 99.76 99.76 98.14 100.39
PP 101.02 101.02 101.02 101.34
S1 99.36 99.36 98.06 99.99
S2 100.62 100.62 98.03
S3 100.22 98.96 97.99
S4 99.82 98.56 97.88
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.74 113.09 105.49
R3 110.64 108.99 104.36
R2 106.54 106.54 103.98
R1 104.89 104.89 103.61 105.72
PP 102.44 102.44 102.44 102.86
S1 100.79 100.79 102.85 101.62
S2 98.34 98.34 102.48
S3 94.24 96.69 102.10
S4 90.14 92.59 100.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.10 99.08 5.02 5.1% 0.68 0.7% -20% False False 905
10 104.10 99.08 5.02 5.1% 0.47 0.5% -20% False False 833
20 104.10 95.30 8.80 9.0% 0.35 0.4% 32% False False 716
40 104.10 84.44 19.66 20.0% 0.33 0.3% 69% False False 740
60 104.10 84.44 19.66 20.0% 0.25 0.3% 69% False False 600
80 104.10 83.94 20.16 20.6% 0.45 0.5% 70% False False 641
100 104.10 82.46 21.64 22.1% 0.59 0.6% 72% False False 649
120 104.10 73.20 30.90 31.5% 0.51 0.5% 81% False False 625
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 True
Stretch 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.38
2.618 103.73
1.618 103.33
1.000 103.08
0.618 102.93
HIGH 102.68
0.618 102.53
0.500 102.48
0.382 102.43
LOW 102.28
0.618 102.03
1.000 101.88
1.618 101.63
2.618 101.23
4.250 100.58
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 102.48 100.88
PP 101.02 99.95
S1 99.56 99.03

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

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