NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 113.69 111.17 -2.52 -2.2% 112.30
High 113.74 111.26 -2.48 -2.2% 114.20
Low 113.25 111.17 -2.08 -1.8% 110.43
Close 113.93 111.26 -2.67 -2.3% 113.49
Range 0.49 0.09 -0.40 -81.6% 3.77
ATR 1.61 1.69 0.08 5.1% 0.00
Volume 844 338 -506 -60.0% 1,841
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 111.50 111.47 111.31
R3 111.41 111.38 111.28
R2 111.32 111.32 111.28
R1 111.29 111.29 111.27 111.31
PP 111.23 111.23 111.23 111.24
S1 111.20 111.20 111.25 111.22
S2 111.14 111.14 111.24
S3 111.05 111.11 111.24
S4 110.96 111.02 111.21
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 124.02 122.52 115.56
R3 120.25 118.75 114.53
R2 116.48 116.48 114.18
R1 114.98 114.98 113.84 115.73
PP 112.71 112.71 112.71 113.08
S1 111.21 111.21 113.14 111.96
S2 108.94 108.94 112.80
S3 105.17 107.44 112.45
S4 101.40 103.67 111.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.20 110.43 3.77 3.4% 0.72 0.6% 22% False False 526
10 114.20 108.80 5.40 4.9% 0.65 0.6% 46% False False 508
20 114.20 97.38 16.82 15.1% 1.38 1.2% 83% False False 547
40 114.20 96.69 17.51 15.7% 0.96 0.9% 83% False False 587
60 114.20 86.00 28.20 25.3% 0.76 0.7% 90% False False 663
80 114.20 84.44 29.76 26.7% 0.59 0.5% 90% False False 606
100 114.20 84.44 29.76 26.7% 0.59 0.5% 90% False False 603
120 114.20 82.46 31.74 28.5% 0.73 0.7% 91% False False 614
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.04
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 111.64
2.618 111.50
1.618 111.41
1.000 111.35
0.618 111.32
HIGH 111.26
0.618 111.23
0.500 111.22
0.382 111.20
LOW 111.17
0.618 111.11
1.000 111.08
1.618 111.02
2.618 110.93
4.250 110.79
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 111.25 112.60
PP 111.23 112.15
S1 111.22 111.71

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

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