NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 07-Apr-2008
Day Change Summary
Previous Current
04-Apr-2008 07-Apr-2008 Change Change % Previous Week
Open 101.15 103.01 1.86 1.8% 101.50
High 101.60 104.10 2.50 2.5% 102.90
Low 100.96 103.01 2.05 2.0% 97.38
Close 101.99 104.37 2.38 2.3% 101.99
Range 0.64 1.09 0.45 70.3% 5.52
ATR 1.73 1.76 0.03 1.5% 0.00
Volume 783 454 -329 -42.0% 2,261
Daily Pivots for day following 07-Apr-2008
Classic Woodie Camarilla DeMark
R4 107.10 106.82 104.97
R3 106.01 105.73 104.67
R2 104.92 104.92 104.57
R1 104.64 104.64 104.47 104.78
PP 103.83 103.83 103.83 103.90
S1 103.55 103.55 104.27 103.69
S2 102.74 102.74 104.17
S3 101.65 102.46 104.07
S4 100.56 101.37 103.77
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
5 104.10 97.38 6.72 6.4% 1.78 1.7% 104% True False 482
10 104.10 96.69 7.41 7.1% 1.46 1.4% 104% True False 413
20 104.10 96.69 7.41 7.1% 0.95 0.9% 104% True False 645
40 104.10 89.10 15.00 14.4% 0.64 0.6% 102% True False 679
60 104.10 84.44 19.66 18.8% 0.47 0.5% 101% True False 646
80 104.10 84.44 19.66 18.8% 0.42 0.4% 101% True False 559
100 104.10 82.46 21.64 20.7% 0.63 0.6% 101% True False 628
120 104.10 78.37 25.73 24.7% 0.62 0.6% 101% True False 616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.73
2.618 106.95
1.618 105.86
1.000 105.19
0.618 104.77
HIGH 104.10
0.618 103.68
0.500 103.56
0.382 103.43
LOW 103.01
0.618 102.34
1.000 101.92
1.618 101.25
2.618 100.16
4.250 98.38
Fisher Pivots for day following 07-Apr-2008
Pivot 1 day 3 day
R1 104.10 103.47
PP 103.83 102.57
S1 103.56 101.67

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

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