NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 03-Mar-2008
Day Change Summary
Previous Current
29-Feb-2008 03-Mar-2008 Change Change % Previous Week
Open 100.23 99.59 -0.64 -0.6% 96.30
High 100.54 101.38 0.84 0.8% 100.61
Low 99.17 98.64 -0.53 -0.5% 95.55
Close 99.49 100.06 0.57 0.6% 99.49
Range 1.37 2.74 1.37 100.0% 5.06
ATR 2.16 2.20 0.04 1.9% 0.00
Volume 23,347 20,998 -2,349 -10.1% 90,837
Daily Pivots for day following 03-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.25 106.89 101.57
R3 105.51 104.15 100.81
R2 102.77 102.77 100.56
R1 101.41 101.41 100.31 102.09
PP 100.03 100.03 100.03 100.37
S1 98.67 98.67 99.81 99.35
S2 97.29 97.29 99.56
S3 94.55 95.93 99.31
S4 91.81 93.19 98.55
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 113.73 111.67 102.27
R3 108.67 106.61 100.88
R2 103.61 103.61 100.42
R1 101.55 101.55 99.95 102.58
PP 98.55 98.55 98.55 99.07
S1 96.49 96.49 99.03 97.52
S2 93.49 93.49 98.56
S3 88.43 91.43 98.10
S4 83.37 86.37 96.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.38 96.11 5.27 5.3% 2.48 2.5% 75% True False 18,794
10 101.38 93.63 7.75 7.7% 2.41 2.4% 83% True False 18,956
20 101.38 85.60 15.78 15.8% 2.14 2.1% 92% True False 17,990
40 101.38 83.90 17.48 17.5% 2.11 2.1% 92% True False 17,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.03
2.618 108.55
1.618 105.81
1.000 104.12
0.618 103.07
HIGH 101.38
0.618 100.33
0.500 100.01
0.382 99.69
LOW 98.64
0.618 96.95
1.000 95.90
1.618 94.21
2.618 91.47
4.250 87.00
Fisher Pivots for day following 03-Mar-2008
Pivot 1 day 3 day
R1 100.04 99.79
PP 100.03 99.52
S1 100.01 99.25

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

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