NYMEX Light Sweet Crude Oil Future January 2009


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 99.90 100.01 0.11 0.1% 96.36
High 99.90 100.97 1.07 1.1% 100.12
Low 99.90 100.01 0.11 0.1% 96.36
Close 99.27 99.85 0.58 0.6% 99.27
Range 0.00 0.96 0.96 3.76
ATR 1.20 1.23 0.04 3.0% 0.00
Volume 444 99 -345 -77.7% 3,000
Daily Pivots for day following 03-Mar-2008
Classic Woodie Camarilla DeMark
R4 103.16 102.46 100.38
R3 102.20 101.50 100.11
R2 101.24 101.24 100.03
R1 100.54 100.54 99.94 100.41
PP 100.28 100.28 100.28 100.21
S1 99.58 99.58 99.76 99.45
S2 99.32 99.32 99.67
S3 98.36 98.62 99.59
S4 97.40 97.66 99.32
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 109.86 108.33 101.34
R3 106.10 104.57 100.30
R2 102.34 102.34 99.96
R1 100.81 100.81 99.61 101.58
PP 98.58 98.58 98.58 98.97
S1 97.05 97.05 98.93 97.82
S2 94.82 94.82 98.58
S3 91.06 93.29 98.24
S4 87.30 89.53 97.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.97 97.66 3.31 3.3% 0.34 0.3% 66% True False 556
10 100.97 95.30 5.67 5.7% 0.37 0.4% 80% True False 539
20 100.97 86.00 14.97 15.0% 0.36 0.4% 93% True False 814
40 100.97 84.44 16.53 16.6% 0.22 0.2% 93% True False 625
60 100.97 84.44 16.53 16.6% 0.34 0.3% 93% True False 614
80 100.97 82.46 18.51 18.5% 0.61 0.6% 94% True False 628
100 100.97 75.30 25.67 25.7% 0.56 0.6% 96% True False 592
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 0.04
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 105.05
2.618 103.48
1.618 102.52
1.000 101.93
0.618 101.56
HIGH 100.97
0.618 100.60
0.500 100.49
0.382 100.38
LOW 100.01
0.618 99.42
1.000 99.05
1.618 98.46
2.618 97.50
4.250 95.93
Fisher Pivots for day following 03-Mar-2008
Pivot 1 day 3 day
R1 100.49 100.44
PP 100.28 100.24
S1 100.06 100.05

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

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