NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 18-Mar-2008
Day Change Summary
Previous Current
17-Mar-2008 18-Mar-2008 Change Change % Previous Week
Open 98.71 100.96 2.25 2.3% 100.04
High 98.71 100.96 2.25 2.3% 103.55
Low 98.71 100.96 2.25 2.3% 100.04
Close 98.71 103.06 4.35 4.4% 102.82
Range
ATR 1.46 1.51 0.06 3.9% 0.00
Volume 36 380 344 955.6% 3,576
Daily Pivots for day following 18-Mar-2008
Classic Woodie Camarilla DeMark
R4 101.66 102.36 103.06
R3 101.66 102.36 103.06
R2 101.66 101.66 103.06
R1 102.36 102.36 103.06 102.01
PP 101.66 101.66 101.66 101.49
S1 102.36 102.36 103.06 102.01
S2 101.66 101.66 103.06
S3 101.66 102.36 103.06
S4 101.66 102.36 103.06
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 112.67 111.25 104.75
R3 109.16 107.74 103.79
R2 105.65 105.65 103.46
R1 104.23 104.23 103.14 104.94
PP 102.14 102.14 102.14 102.49
S1 100.72 100.72 102.50 101.43
S2 98.63 98.63 102.18
S3 95.12 97.21 101.85
S4 91.61 93.70 100.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.55 98.71 4.84 4.7% 0.25 0.2% 90% False False 782
10 103.55 98.71 4.84 4.7% 0.13 0.1% 90% False False 549
20 103.55 95.18 8.37 8.1% 0.16 0.2% 94% False False 499
40 103.55 84.00 19.55 19.0% 0.13 0.1% 97% False False 350
60 103.55 84.00 19.55 19.0% 0.11 0.1% 97% False False 354
80 103.55 84.00 19.55 19.0% 0.11 0.1% 97% False False 383
100 103.55 79.61 23.94 23.2% 0.08 0.1% 98% False False 395
Crabel Price Patterns
NR False
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 0.00
Fibonacci Retracements and Extensions
4.250 100.96
2.618 100.96
1.618 100.96
1.000 100.96
0.618 100.96
HIGH 100.96
0.618 100.96
0.500 100.96
0.382 100.96
LOW 100.96
0.618 100.96
1.000 100.96
1.618 100.96
2.618 100.96
4.250 100.96
Fisher Pivots for day following 18-Mar-2008
Pivot 1 day 3 day
R1 102.36 102.42
PP 101.66 101.77
S1 100.96 101.13

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

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