NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 25-Mar-2008
Day Change Summary
Previous Current
24-Mar-2008 25-Mar-2008 Change Change % Previous Week
Open 97.26 96.94 -0.32 -0.3% 103.59
High 98.86 99.08 0.22 0.2% 105.00
Low 96.95 96.81 -0.14 -0.1% 95.83
Close 97.74 98.67 0.93 1.0% 98.14
Range 1.91 2.27 0.36 18.8% 9.17
ATR 2.99 2.94 -0.05 -1.7% 0.00
Volume 28,638 10,341 -18,297 -63.9% 106,001
Daily Pivots for day following 25-Mar-2008
Classic Woodie Camarilla DeMark
R4 105.00 104.10 99.92
R3 102.73 101.83 99.29
R2 100.46 100.46 99.09
R1 99.56 99.56 98.88 100.01
PP 98.19 98.19 98.19 98.41
S1 97.29 97.29 98.46 97.74
S2 95.92 95.92 98.25
S3 93.65 95.02 98.05
S4 91.38 92.75 97.42
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 127.17 121.82 103.18
R3 118.00 112.65 100.66
R2 108.83 108.83 99.82
R1 103.48 103.48 98.98 101.57
PP 99.66 99.66 99.66 98.70
S1 94.31 94.31 97.30 92.40
S2 90.49 90.49 96.46
S3 81.32 85.14 95.62
S4 72.15 75.97 93.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.02 95.83 8.19 8.3% 3.25 3.3% 35% False False 24,801
10 105.00 95.83 9.17 9.3% 3.26 3.3% 31% False False 26,641
20 105.00 95.83 9.17 9.3% 3.02 3.1% 31% False False 26,503
40 105.00 85.60 19.40 19.7% 2.51 2.5% 67% False False 22,055
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.73
2.618 105.02
1.618 102.75
1.000 101.35
0.618 100.48
HIGH 99.08
0.618 98.21
0.500 97.95
0.382 97.68
LOW 96.81
0.618 95.41
1.000 94.54
1.618 93.14
2.618 90.87
4.250 87.16
Fisher Pivots for day following 25-Mar-2008
Pivot 1 day 3 day
R1 98.43 98.27
PP 98.19 97.86
S1 97.95 97.46

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

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