NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 106.04 108.80 2.76 2.6% 103.01
High 108.74 108.80 0.06 0.1% 106.16
Low 106.04 108.80 2.76 2.6% 101.30
Close 108.79 110.17 1.38 1.3% 105.82
Range 2.70 0.00 -2.70 -100.0% 4.86
ATR 1.87 1.73 -0.13 -7.1% 0.00
Volume 134 775 641 478.4% 2,980
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 109.26 109.71 110.17
R3 109.26 109.71 110.17
R2 109.26 109.26 110.17
R1 109.71 109.71 110.17 109.49
PP 109.26 109.26 109.26 109.14
S1 109.71 109.71 110.17 109.49
S2 109.26 109.26 110.17
S3 109.26 109.71 110.17
S4 109.26 109.71 110.17
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 119.01 117.27 108.49
R3 114.15 112.41 107.16
R2 109.29 109.29 106.71
R1 107.55 107.55 106.27 108.42
PP 104.43 104.43 104.43 104.86
S1 102.69 102.69 105.37 103.56
S2 99.57 99.57 104.93
S3 94.71 97.83 104.48
S4 89.85 92.97 103.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.80 104.00 4.80 4.4% 1.08 1.0% 129% True False 595
10 108.80 99.24 9.56 8.7% 1.56 1.4% 114% True False 646
20 108.80 96.69 12.11 11.0% 1.37 1.2% 111% True False 554
40 108.80 95.30 13.50 12.3% 0.88 0.8% 110% True False 595
60 108.80 84.44 24.36 22.1% 0.67 0.6% 106% True False 651
80 108.80 84.44 24.36 22.1% 0.52 0.5% 106% True False 582
100 108.80 83.94 24.86 22.6% 0.63 0.6% 106% True False 623
120 108.80 80.25 28.55 25.9% 0.72 0.7% 105% True False 621
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.80
2.618 108.80
1.618 108.80
1.000 108.80
0.618 108.80
HIGH 108.80
0.618 108.80
0.500 108.80
0.382 108.80
LOW 108.80
0.618 108.80
1.000 108.80
1.618 108.80
2.618 108.80
4.250 108.80
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 109.71 109.25
PP 109.26 108.34
S1 108.80 107.42

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

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