NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 01-Apr-2008
Day Change Summary
Previous Current
31-Mar-2008 01-Apr-2008 Change Change % Previous Week
Open 101.50 97.38 -4.12 -4.1% 97.70
High 101.50 97.38 -4.12 -4.1% 102.32
Low 98.40 97.38 -1.02 -1.0% 96.69
Close 97.93 97.38 -0.55 -0.6% 100.99
Range 3.10 0.00 -3.10 -100.0% 5.63
ATR 1.47 1.41 -0.07 -4.5% 0.00
Volume 304 173 -131 -43.1% 1,995
Daily Pivots for day following 01-Apr-2008
Classic Woodie Camarilla DeMark
R4 97.38 97.38 97.38
R3 97.38 97.38 97.38
R2 97.38 97.38 97.38
R1 97.38 97.38 97.38 97.38
PP 97.38 97.38 97.38 97.38
S1 97.38 97.38 97.38 97.38
S2 97.38 97.38 97.38
S3 97.38 97.38 97.38
S4 97.38 97.38 97.38
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.89 114.57 104.09
R3 111.26 108.94 102.54
R2 105.63 105.63 102.02
R1 103.31 103.31 101.51 104.47
PP 100.00 100.00 100.00 100.58
S1 97.68 97.68 100.47 98.84
S2 94.37 94.37 99.96
S3 88.74 92.05 99.44
S4 83.11 86.42 97.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.32 97.38 4.94 5.1% 0.81 0.8% 0% False True 357
10 102.68 96.69 5.99 6.2% 0.82 0.8% 12% False False 507
20 104.10 96.69 7.41 7.6% 0.53 0.5% 9% False False 627
40 104.10 86.00 18.10 18.6% 0.45 0.5% 63% False False 721
60 104.10 84.44 19.66 20.2% 0.32 0.3% 66% False False 626
80 104.10 84.44 19.66 20.2% 0.39 0.4% 66% False False 617
100 104.10 82.46 21.64 22.2% 0.60 0.6% 69% False False 628
120 104.10 75.30 28.80 29.6% 0.56 0.6% 77% False False 598
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 97.38
2.618 97.38
1.618 97.38
1.000 97.38
0.618 97.38
HIGH 97.38
0.618 97.38
0.500 97.38
0.382 97.38
LOW 97.38
0.618 97.38
1.000 97.38
1.618 97.38
2.618 97.38
4.250 97.38
Fisher Pivots for day following 01-Apr-2008
Pivot 1 day 3 day
R1 97.38 99.44
PP 97.38 98.75
S1 97.38 98.07

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

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