NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 04-Apr-2008
Day Change Summary
Previous Current
03-Apr-2008 04-Apr-2008 Change Change % Previous Week
Open 100.90 101.15 0.25 0.2% 101.50
High 100.90 101.60 0.70 0.7% 102.90
Low 99.24 100.96 1.72 1.7% 97.38
Close 99.41 101.99 2.58 2.6% 101.99
Range 1.66 0.64 -1.02 -61.4% 5.52
ATR 1.70 1.73 0.04 2.1% 0.00
Volume 817 783 -34 -4.2% 2,261
Daily Pivots for day following 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 103.44 103.35 102.34
R3 102.80 102.71 102.17
R2 102.16 102.16 102.11
R1 102.07 102.07 102.05 102.12
PP 101.52 101.52 101.52 101.54
S1 101.43 101.43 101.93 101.48
S2 100.88 100.88 101.87
S3 100.24 100.79 101.81
S4 99.60 100.15 101.64
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.32 115.17 105.03
R3 111.80 109.65 103.51
R2 106.28 106.28 103.00
R1 104.13 104.13 102.50 105.21
PP 100.76 100.76 100.76 101.29
S1 98.61 98.61 101.48 99.69
S2 95.24 95.24 100.98
S3 89.72 93.09 100.47
S4 84.20 87.57 98.95
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 5.4% 2.18 2.1% 84% False False 452
10 102.90 96.69 6.21 6.1% 1.38 1.3% 85% False False 425
20 104.10 96.69 7.41 7.3% 0.89 0.9% 72% False False 640
40 104.10 86.00 18.10 17.7% 0.64 0.6% 88% False False 690
60 104.10 84.44 19.66 19.3% 0.45 0.4% 89% False False 639
80 104.10 84.44 19.66 19.3% 0.41 0.4% 89% False False 569
100 104.10 82.46 21.64 21.2% 0.63 0.6% 90% False False 624
120 104.10 78.37 25.73 25.2% 0.61 0.6% 92% False False 613
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 3 trading days
Fibonacci Retracements and Extensions
4.250 104.32
2.618 103.28
1.618 102.64
1.000 102.24
0.618 102.00
HIGH 101.60
0.618 101.36
0.500 101.28
0.382 101.20
LOW 100.96
0.618 100.56
1.000 100.32
1.618 99.92
2.618 99.28
4.250 98.24
Fisher Pivots for day following 04-Apr-2008
Pivot 1 day 3 day
R1 101.75 101.37
PP 101.52 100.76
S1 101.28 100.14

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

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