NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 89.08 89.20 0.12 0.1% 84.00
High 89.08 89.20 0.12 0.1% 88.04
Low 89.08 89.20 0.12 0.1% 84.00
Close 89.08 89.75 0.67 0.8% 88.04
Range
ATR 1.12 1.05 -0.07 -6.4% 0.00
Volume 221 175 -46 -20.8% 1,815
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 89.38 89.57 89.75
R3 89.38 89.57 89.75
R2 89.38 89.38 89.75
R1 89.57 89.57 89.75 89.48
PP 89.38 89.38 89.38 89.34
S1 89.57 89.57 89.75 89.48
S2 89.38 89.38 89.75
S3 89.38 89.57 89.75
S4 89.38 89.57 89.75
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 98.81 97.47 90.26
R3 94.77 93.43 89.15
R2 90.73 90.73 88.78
R1 89.39 89.39 88.41 90.06
PP 86.69 86.69 86.69 87.03
S1 85.35 85.35 87.67 86.02
S2 82.65 82.65 87.30
S3 78.61 81.31 86.93
S4 74.57 77.27 85.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.20 86.24 2.96 3.3% 0.00 0.0% 119% True False 171
10 89.20 84.00 5.20 5.8% 0.00 0.0% 111% True False 287
20 94.33 84.00 10.33 11.5% 0.08 0.1% 56% False False 307
40 94.33 84.00 10.33 11.5% 0.08 0.1% 56% False False 431
60 94.33 82.95 11.38 12.7% 0.05 0.1% 60% False False 370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 89.20
2.618 89.20
1.618 89.20
1.000 89.20
0.618 89.20
HIGH 89.20
0.618 89.20
0.500 89.20
0.382 89.20
LOW 89.20
0.618 89.20
1.000 89.20
1.618 89.20
2.618 89.20
4.250 89.20
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 89.57 89.49
PP 89.38 89.23
S1 89.20 88.98

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

View Archives - Comment on this page... - Back to Index of Symbols