NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 23-Apr-2008
Day Change Summary
Previous Current
22-Apr-2008 23-Apr-2008 Change Change % Previous Week
Open 112.08 113.50 1.42 1.3% 106.34
High 112.60 113.50 0.90 0.8% 111.24
Low 112.08 113.50 1.42 1.3% 106.34
Close 113.18 113.67 0.49 0.4% 111.24
Range 0.52 0.00 -0.52 -100.0% 4.90
ATR 1.18 1.12 -0.06 -5.2% 0.00
Volume 44 408 364 827.3% 2,865
Daily Pivots for day following 23-Apr-2008
Classic Woodie Camarilla DeMark
R4 113.56 113.61 113.67
R3 113.56 113.61 113.67
R2 113.56 113.56 113.67
R1 113.61 113.61 113.67 113.59
PP 113.56 113.56 113.56 113.54
S1 113.61 113.61 113.67 113.59
S2 113.56 113.56 113.67
S3 113.56 113.61 113.67
S4 113.56 113.61 113.67
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 124.31 122.67 113.94
R3 119.41 117.77 112.59
R2 114.51 114.51 112.14
R1 112.87 112.87 111.69 113.69
PP 109.61 109.61 109.61 110.02
S1 107.97 107.97 110.79 108.79
S2 104.71 104.71 110.34
S3 99.81 103.07 109.89
S4 94.91 98.17 108.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113.50 109.88 3.62 3.2% 0.10 0.1% 105% True False 319
10 113.50 104.84 8.66 7.6% 0.06 0.1% 102% True False 410
20 113.50 95.99 17.51 15.4% 0.05 0.0% 101% True False 313
40 113.50 95.99 17.51 15.4% 0.10 0.1% 101% True False 385
60 113.50 86.06 27.44 24.1% 0.10 0.1% 101% True False 350
80 113.50 84.00 29.50 26.0% 0.10 0.1% 101% True False 335
100 113.50 84.00 29.50 26.0% 0.09 0.1% 101% True False 379
120 113.50 82.95 30.55 26.9% 0.08 0.1% 101% True False 363
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.50
2.618 113.50
1.618 113.50
1.000 113.50
0.618 113.50
HIGH 113.50
0.618 113.50
0.500 113.50
0.382 113.50
LOW 113.50
0.618 113.50
1.000 113.50
1.618 113.50
2.618 113.50
4.250 113.50
Fisher Pivots for day following 23-Apr-2008
Pivot 1 day 3 day
R1 113.61 113.33
PP 113.56 113.00
S1 113.50 112.66

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

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