NYMEX Light Sweet Crude Oil Future September 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 101.17 101.74 0.57 0.6% 100.45
High 102.14 102.42 0.28 0.3% 102.42
Low 99.84 100.39 0.55 0.6% 97.15
Close 102.12 101.29 -0.83 -0.8% 101.29
Range 2.30 2.03 -0.27 -11.7% 5.27
ATR 2.12 2.11 -0.01 -0.3% 0.00
Volume 7,809 4,717 -3,092 -39.6% 26,973
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.46 106.40 102.41
R3 105.43 104.37 101.85
R2 103.40 103.40 101.66
R1 102.34 102.34 101.48 101.86
PP 101.37 101.37 101.37 101.12
S1 100.31 100.31 101.10 99.83
S2 99.34 99.34 100.92
S3 97.31 98.28 100.73
S4 95.28 96.25 100.17
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.10 113.96 104.19
R3 110.83 108.69 102.74
R2 105.56 105.56 102.26
R1 103.42 103.42 101.77 104.49
PP 100.29 100.29 100.29 100.82
S1 98.15 98.15 100.81 99.22
S2 95.02 95.02 100.32
S3 89.75 92.88 99.84
S4 84.48 87.61 98.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.42 97.15 5.27 5.2% 2.55 2.5% 79% True False 5,394
10 102.42 96.75 5.67 5.6% 2.15 2.1% 80% True False 5,666
20 102.42 90.17 12.25 12.1% 1.97 1.9% 91% True False 4,850
40 102.42 84.70 17.72 17.5% 1.72 1.7% 94% True False 3,395
60 102.42 84.70 17.72 17.5% 1.48 1.5% 94% True False 2,954
80 102.42 84.34 18.08 17.8% 1.35 1.3% 94% True False 2,502
100 102.42 79.86 22.56 22.3% 1.16 1.1% 95% True False 2,385
120 102.42 74.47 27.95 27.6% 0.99 1.0% 96% True False 2,208
Crabel Price Patterns
NR True
NR4 True
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.05
2.618 107.73
1.618 105.70
1.000 104.45
0.618 103.67
HIGH 102.42
0.618 101.64
0.500 101.41
0.382 101.17
LOW 100.39
0.618 99.14
1.000 98.36
1.618 97.11
2.618 95.08
4.250 91.76
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 101.41 100.96
PP 101.37 100.63
S1 101.33 100.30

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

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