NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 103.48 105.04 1.56 1.5% 100.45
High 104.67 105.85 1.18 1.1% 102.42
Low 102.75 104.38 1.63 1.6% 97.15
Close 104.55 105.44 0.89 0.9% 101.29
Range 1.92 1.47 -0.45 -23.4% 5.27
ATR 2.11 2.06 -0.05 -2.2% 0.00
Volume 14,952 8,519 -6,433 -43.0% 26,973
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.63 109.01 106.25
R3 108.16 107.54 105.84
R2 106.69 106.69 105.71
R1 106.07 106.07 105.57 106.38
PP 105.22 105.22 105.22 105.38
S1 104.60 104.60 105.31 104.91
S2 103.75 103.75 105.17
S3 102.28 103.13 105.04
S4 100.81 101.66 104.63
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
5 105.85 100.13 5.72 5.4% 1.96 1.9% 93% True False 8,913
10 105.85 97.15 8.70 8.3% 2.12 2.0% 95% True False 7,154
20 105.85 93.67 12.18 11.6% 2.01 1.9% 97% True False 6,085
40 105.85 84.70 21.15 20.1% 1.78 1.7% 98% True False 4,274
60 105.85 84.70 21.15 20.1% 1.51 1.4% 98% True False 3,439
80 105.85 84.34 21.51 20.4% 1.42 1.3% 98% True False 2,975
100 105.85 79.86 25.99 24.6% 1.23 1.2% 98% True False 2,710
120 105.85 74.47 31.38 29.8% 1.06 1.0% 99% True False 2,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.44
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 112.10
2.618 109.70
1.618 108.23
1.000 107.32
0.618 106.76
HIGH 105.85
0.618 105.29
0.500 105.12
0.382 104.94
LOW 104.38
0.618 103.47
1.000 102.91
1.618 102.00
2.618 100.53
4.250 98.13
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 105.33 104.91
PP 105.22 104.37
S1 105.12 103.84

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

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