NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 112.30 112.23 -0.07 -0.1% 106.04
High 112.30 113.52 1.22 1.1% 112.10
Low 112.30 112.23 -0.07 -0.1% 106.04
Close 112.28 113.68 1.40 1.2% 111.74
Range 0.00 1.29 1.29 6.06
ATR 1.58 1.56 -0.02 -1.3% 0.00
Volume 173 217 44 25.4% 3,169
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 117.01 116.64 114.39
R3 115.72 115.35 114.03
R2 114.43 114.43 113.92
R1 114.06 114.06 113.80 114.25
PP 113.14 113.14 113.14 113.24
S1 112.77 112.77 113.56 112.96
S2 111.85 111.85 113.44
S3 110.56 111.48 113.33
S4 109.27 110.19 112.97
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
5 113.52 108.80 4.72 4.2% 0.58 0.5% 103% True False 490
10 113.52 101.30 12.22 10.7% 1.31 1.2% 101% True False 599
20 113.52 97.38 16.14 14.2% 1.40 1.2% 101% True False 505
40 113.52 96.69 16.83 14.8% 0.91 0.8% 101% True False 591
60 113.52 86.00 27.52 24.2% 0.71 0.6% 101% True False 645
80 113.52 84.44 29.08 25.6% 0.56 0.5% 101% True False 583
100 113.52 83.94 29.58 26.0% 0.62 0.5% 101% True False 618
120 113.52 82.46 31.06 27.3% 0.74 0.7% 101% True False 612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119.00
2.618 116.90
1.618 115.61
1.000 114.81
0.618 114.32
HIGH 113.52
0.618 113.03
0.500 112.88
0.382 112.72
LOW 112.23
0.618 111.43
1.000 110.94
1.618 110.14
2.618 108.85
4.250 106.75
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 113.41 113.23
PP 113.14 112.77
S1 112.88 112.32

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

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