NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 21-Apr-2008
Day Change Summary
Previous Current
18-Apr-2008 21-Apr-2008 Change Change % Previous Week
Open 111.16 112.30 1.14 1.0% 106.04
High 112.10 112.30 0.20 0.2% 112.10
Low 111.11 112.30 1.19 1.1% 106.04
Close 111.74 112.28 0.54 0.5% 111.74
Range 0.99 0.00 -0.99 -100.0% 6.06
ATR 1.66 1.58 -0.08 -4.7% 0.00
Volume 906 173 -733 -80.9% 3,169
Daily Pivots for day following 21-Apr-2008
Classic Woodie Camarilla DeMark
R4 112.29 112.29 112.28
R3 112.29 112.29 112.28
R2 112.29 112.29 112.28
R1 112.29 112.29 112.28 112.29
PP 112.29 112.29 112.29 112.30
S1 112.29 112.29 112.28 112.29
S2 112.29 112.29 112.28
S3 112.29 112.29 112.28
S4 112.29 112.29 112.28
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 128.14 126.00 115.07
R3 122.08 119.94 113.41
R2 116.02 116.02 112.85
R1 113.88 113.88 112.30 114.95
PP 109.96 109.96 109.96 110.50
S1 107.82 107.82 111.18 108.89
S2 103.90 103.90 110.63
S3 97.84 101.76 110.07
S4 91.78 95.70 108.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.30 106.04 6.26 5.6% 0.87 0.8% 100% True False 474
10 112.30 101.30 11.00 9.8% 1.38 1.2% 100% True False 586
20 112.30 96.69 15.61 13.9% 1.42 1.3% 100% True False 500
40 112.30 96.36 15.94 14.2% 0.88 0.8% 100% True False 594
60 112.30 86.00 26.30 23.4% 0.69 0.6% 100% True False 642
80 112.30 84.44 27.86 24.8% 0.54 0.5% 100% True False 583
100 112.30 83.94 28.36 25.3% 0.63 0.6% 100% True False 616
120 112.30 82.46 29.84 26.6% 0.73 0.6% 100% True False 611
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.30
2.618 112.30
1.618 112.30
1.000 112.30
0.618 112.30
HIGH 112.30
0.618 112.30
0.500 112.30
0.382 112.30
LOW 112.30
0.618 112.30
1.000 112.30
1.618 112.30
2.618 112.30
4.250 112.30
Fisher Pivots for day following 21-Apr-2008
Pivot 1 day 3 day
R1 112.30 111.89
PP 112.29 111.49
S1 112.29 111.10

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

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