NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 102.53 97.19 -5.34 -5.2% 99.16
High 102.53 98.70 -3.83 -3.7% 104.69
Low 98.78 96.27 -2.51 -2.5% 99.16
Close 98.78 98.45 -0.33 -0.3% 104.10
Range 3.75 2.43 -1.32 -35.2% 5.53
ATR 1.96 2.00 0.04 2.0% 0.00
Volume 2,134 2,384 250 11.7% 10,871
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 105.10 104.20 99.79
R3 102.67 101.77 99.12
R2 100.24 100.24 98.90
R1 99.34 99.34 98.67 99.79
PP 97.81 97.81 97.81 98.03
S1 96.91 96.91 98.23 97.36
S2 95.38 95.38 98.00
S3 92.95 94.48 97.78
S4 90.52 92.05 97.11
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 119.24 117.20 107.14
R3 113.71 111.67 105.62
R2 108.18 108.18 105.11
R1 106.14 106.14 104.61 107.16
PP 102.65 102.65 102.65 103.16
S1 100.61 100.61 103.59 101.63
S2 97.12 97.12 103.09
S3 91.59 95.08 102.58
S4 86.06 89.55 101.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.69 96.27 8.42 8.6% 1.95 2.0% 26% False True 2,390
10 104.69 96.27 8.42 8.6% 1.39 1.4% 26% False True 2,195
20 104.69 95.37 9.32 9.5% 1.30 1.3% 33% False False 1,859
40 104.69 86.22 18.47 18.8% 1.15 1.2% 66% False False 1,276
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.03
2.618 105.06
1.618 102.63
1.000 101.13
0.618 100.20
HIGH 98.70
0.618 97.77
0.500 97.49
0.382 97.20
LOW 96.27
0.618 94.77
1.000 93.84
1.618 92.34
2.618 89.91
4.250 85.94
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 98.13 99.44
PP 97.81 99.11
S1 97.49 98.78

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

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