NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 97.50 100.90 3.40 3.5% 97.70
High 102.90 100.90 -2.00 -1.9% 102.32
Low 97.38 99.24 1.86 1.9% 96.69
Close 100.90 99.41 -1.49 -1.5% 100.99
Range 5.52 1.66 -3.86 -69.9% 5.63
ATR 1.70 1.70 0.00 -0.2% 0.00
Volume 184 817 633 344.0% 1,995
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 104.83 103.78 100.32
R3 103.17 102.12 99.87
R2 101.51 101.51 99.71
R1 100.46 100.46 99.56 100.16
PP 99.85 99.85 99.85 99.70
S1 98.80 98.80 99.26 98.50
S2 98.19 98.19 99.11
S3 96.53 97.14 98.95
S4 94.87 95.48 98.50
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
5 102.90 97.38 5.52 5.6% 2.06 2.1% 37% False False 347
10 102.90 96.69 6.21 6.2% 1.31 1.3% 44% False False 374
20 104.10 96.69 7.41 7.5% 0.89 0.9% 37% False False 603
40 104.10 86.00 18.10 18.2% 0.63 0.6% 74% False False 741
60 104.10 84.44 19.66 19.8% 0.44 0.4% 76% False False 635
80 104.10 84.44 19.66 19.8% 0.43 0.4% 76% False False 576
100 104.10 82.46 21.64 21.8% 0.62 0.6% 78% False False 617
120 104.10 76.98 27.12 27.3% 0.61 0.6% 83% False False 606
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.96
2.618 105.25
1.618 103.59
1.000 102.56
0.618 101.93
HIGH 100.90
0.618 100.27
0.500 100.07
0.382 99.87
LOW 99.24
0.618 98.21
1.000 97.58
1.618 96.55
2.618 94.89
4.250 92.19
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 100.07 100.14
PP 99.85 99.90
S1 99.63 99.65

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

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