NYMEX Light Sweet Crude Oil Future September 2008


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 100.55 100.45 -0.10 -0.1% 96.75
High 100.59 101.73 1.14 1.1% 101.06
Low 99.90 100.45 0.55 0.6% 96.75
Close 100.14 100.69 0.55 0.5% 100.14
Range 0.69 1.28 0.59 85.5% 4.31
ATR 1.84 1.82 -0.02 -1.0% 0.00
Volume 4,726 3,744 -982 -20.8% 29,692
Daily Pivots for day following 03-Mar-2008
Classic Woodie Camarilla DeMark
R4 104.80 104.02 101.39
R3 103.52 102.74 101.04
R2 102.24 102.24 100.92
R1 101.46 101.46 100.81 101.85
PP 100.96 100.96 100.96 101.15
S1 100.18 100.18 100.57 100.57
S2 99.68 99.68 100.46
S3 98.40 98.90 100.34
S4 97.12 97.62 99.99
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.25 110.50 102.51
R3 107.94 106.19 101.33
R2 103.63 103.63 100.93
R1 101.88 101.88 100.54 102.76
PP 99.32 99.32 99.32 99.75
S1 97.57 97.57 99.74 98.45
S2 95.01 95.01 99.35
S3 90.70 93.26 98.95
S4 86.39 88.95 97.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.73 97.27 4.46 4.4% 1.82 1.8% 77% True False 5,600
10 101.73 94.46 7.27 7.2% 1.83 1.8% 86% True False 4,823
20 101.73 86.44 15.29 15.2% 1.70 1.7% 93% True False 4,074
40 101.73 84.70 17.03 16.9% 1.51 1.5% 94% True False 2,980
60 101.73 84.34 17.39 17.3% 1.40 1.4% 94% True False 2,669
80 101.73 84.34 17.39 17.3% 1.24 1.2% 94% True False 2,305
100 101.73 76.45 25.28 25.1% 1.05 1.0% 96% True False 2,181
120 101.73 73.60 28.13 27.9% 0.90 0.9% 96% True False 2,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.17
2.618 105.08
1.618 103.80
1.000 103.01
0.618 102.52
HIGH 101.73
0.618 101.24
0.500 101.09
0.382 100.94
LOW 100.45
0.618 99.66
1.000 99.17
1.618 98.38
2.618 97.10
4.250 95.01
Fisher Pivots for day following 03-Mar-2008
Pivot 1 day 3 day
R1 101.09 100.42
PP 100.96 100.16
S1 100.82 99.89

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

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