NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 102.28 103.17 0.89 0.9% 100.49
High 103.16 103.89 0.73 0.7% 103.89
Low 100.72 101.46 0.74 0.7% 97.51
Close 103.09 102.55 -0.54 -0.5% 102.55
Range 2.44 2.43 -0.01 -0.4% 6.38
ATR 2.54 2.53 -0.01 -0.3% 0.00
Volume 24,354 17,339 -7,015 -28.8% 83,879
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.92 108.67 103.89
R3 107.49 106.24 103.22
R2 105.06 105.06 103.00
R1 103.81 103.81 102.77 103.22
PP 102.63 102.63 102.63 102.34
S1 101.38 101.38 102.33 100.79
S2 100.20 100.20 102.10
S3 97.77 98.95 101.88
S4 95.34 96.52 101.21
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.46 117.88 106.06
R3 114.08 111.50 104.30
R2 107.70 107.70 103.72
R1 105.12 105.12 103.13 106.41
PP 101.32 101.32 101.32 101.96
S1 98.74 98.74 101.97 100.03
S2 94.94 94.94 101.38
S3 88.56 92.36 100.80
S4 82.18 85.98 99.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.89 97.51 6.38 6.2% 3.27 3.2% 79% True False 16,775
10 103.89 96.90 6.99 6.8% 2.75 2.7% 81% True False 13,599
20 103.89 87.99 15.90 15.5% 2.56 2.5% 92% True False 10,660
40 103.89 85.17 18.72 18.3% 2.18 2.1% 93% True False 8,457
60 103.89 85.17 18.72 18.3% 2.02 2.0% 93% True False 6,655
80 103.89 85.12 18.77 18.3% 2.02 2.0% 93% True False 5,482
100 103.89 80.55 23.34 22.8% 1.76 1.7% 94% True False 4,680
120 103.89 74.70 29.19 28.5% 1.51 1.5% 95% True False 4,058
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.61
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.22
2.618 110.25
1.618 107.82
1.000 106.32
0.618 105.39
HIGH 103.89
0.618 102.96
0.500 102.68
0.382 102.39
LOW 101.46
0.618 99.96
1.000 99.03
1.618 97.53
2.618 95.10
4.250 91.13
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 102.68 102.04
PP 102.63 101.52
S1 102.59 101.01

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

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