NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 100.49 101.13 0.64 0.6% 98.16
High 102.54 101.80 -0.74 -0.7% 101.80
Low 99.74 97.51 -2.23 -2.2% 96.90
Close 101.23 98.09 -3.14 -3.1% 100.64
Range 2.80 4.29 1.49 53.2% 4.90
ATR 2.26 2.41 0.14 6.4% 0.00
Volume 10,558 12,883 2,325 22.0% 52,116
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 112.00 109.34 100.45
R3 107.71 105.05 99.27
R2 103.42 103.42 98.88
R1 100.76 100.76 98.48 99.95
PP 99.13 99.13 99.13 98.73
S1 96.47 96.47 97.70 95.66
S2 94.84 94.84 97.30
S3 90.55 92.18 96.91
S4 86.26 87.89 95.73
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 114.48 112.46 103.34
R3 109.58 107.56 101.99
R2 104.68 104.68 101.54
R1 102.66 102.66 101.09 103.67
PP 99.78 99.78 99.78 100.29
S1 97.76 97.76 100.19 98.77
S2 94.88 94.88 99.74
S3 89.98 92.86 99.29
S4 85.08 87.96 97.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.54 97.51 5.03 5.1% 2.85 2.9% 12% False True 11,094
10 102.54 96.06 6.48 6.6% 2.49 2.5% 31% False False 10,374
20 102.54 86.28 16.26 16.6% 2.38 2.4% 73% False False 8,249
40 102.54 85.17 17.37 17.7% 2.15 2.2% 74% False False 7,146
60 102.54 85.12 17.42 17.8% 2.10 2.1% 74% False False 5,756
80 102.54 85.12 17.42 17.8% 1.93 2.0% 74% False False 4,781
100 102.54 76.40 26.14 26.6% 1.67 1.7% 83% False False 4,131
120 102.54 73.20 29.34 29.9% 1.44 1.5% 85% False False 3,583
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 0.61
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120.03
2.618 113.03
1.618 108.74
1.000 106.09
0.618 104.45
HIGH 101.80
0.618 100.16
0.500 99.66
0.382 99.15
LOW 97.51
0.618 94.86
1.000 93.22
1.618 90.57
2.618 86.28
4.250 79.28
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 99.66 100.03
PP 99.13 99.38
S1 98.61 98.74

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

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