NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 99.80 100.03 0.23 0.2% 96.20
High 101.11 100.03 -1.08 -1.1% 100.70
Low 99.80 96.83 -2.97 -3.0% 96.14
Close 100.26 97.12 -3.14 -3.1% 99.70
Range 1.31 3.20 1.89 144.3% 4.56
ATR 1.45 1.59 0.14 9.8% 0.00
Volume 706 925 219 31.0% 3,923
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.59 105.56 98.88
R3 104.39 102.36 98.00
R2 101.19 101.19 97.71
R1 99.16 99.16 97.41 98.58
PP 97.99 97.99 97.99 97.70
S1 95.96 95.96 96.83 95.38
S2 94.79 94.79 96.53
S3 91.59 92.76 96.24
S4 88.39 89.56 95.36
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.53 110.67 102.21
R3 107.97 106.11 100.95
R2 103.41 103.41 100.54
R1 101.55 101.55 100.12 102.48
PP 98.85 98.85 98.85 99.31
S1 96.99 96.99 99.28 97.92
S2 94.29 94.29 98.86
S3 89.73 92.43 98.45
S4 85.17 87.87 97.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.11 96.83 4.28 4.4% 1.23 1.3% 7% False True 826
10 101.11 95.37 5.74 5.9% 1.16 1.2% 30% False False 754
20 101.11 86.22 14.89 15.3% 1.20 1.2% 73% False False 814
40 101.11 85.48 15.63 16.1% 0.88 0.9% 74% False False 665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 113.63
2.618 108.41
1.618 105.21
1.000 103.23
0.618 102.01
HIGH 100.03
0.618 98.81
0.500 98.43
0.382 98.05
LOW 96.83
0.618 94.85
1.000 93.63
1.618 91.65
2.618 88.45
4.250 83.23
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 98.43 98.97
PP 97.99 98.35
S1 97.56 97.74

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

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