NYMEX Light Sweet Crude Oil Future January 2009


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 100.01 98.00 -2.01 -2.0% 96.36
High 100.97 98.00 -2.97 -2.9% 100.12
Low 100.01 97.91 -2.10 -2.1% 96.36
Close 99.85 96.74 -3.11 -3.1% 99.27
Range 0.96 0.09 -0.87 -90.6% 3.76
ATR 1.23 1.28 0.05 4.1% 0.00
Volume 99 679 580 585.9% 3,000
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 97.82 97.37 96.79
R3 97.73 97.28 96.76
R2 97.64 97.64 96.76
R1 97.19 97.19 96.75 97.37
PP 97.55 97.55 97.55 97.64
S1 97.10 97.10 96.73 97.28
S2 97.46 97.46 96.72
S3 97.37 97.01 96.72
S4 97.28 96.92 96.69
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 109.86 108.33 101.34
R3 106.10 104.57 100.30
R2 102.34 102.34 99.96
R1 100.81 100.81 99.61 101.58
PP 98.58 98.58 98.58 98.97
S1 97.05 97.05 98.93 97.82
S2 94.82 94.82 98.58
S3 91.06 93.29 98.24
S4 87.30 89.53 97.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.97 97.66 3.31 3.4% 0.36 0.4% -28% False False 340
10 100.97 95.30 5.67 5.9% 0.34 0.4% 25% False False 530
20 100.97 86.00 14.97 15.5% 0.37 0.4% 72% False False 842
40 100.97 84.44 16.53 17.1% 0.22 0.2% 74% False False 633
60 100.97 84.44 16.53 17.1% 0.29 0.3% 74% False False 586
80 100.97 82.46 18.51 19.1% 0.58 0.6% 77% False False 631
100 100.97 76.78 24.19 25.0% 0.55 0.6% 83% False False 599
Crabel Price Patterns
NR True
NR4 False
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 0.04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.38
2.618 98.24
1.618 98.15
1.000 98.09
0.618 98.06
HIGH 98.00
0.618 97.97
0.500 97.96
0.382 97.94
LOW 97.91
0.618 97.85
1.000 97.82
1.618 97.76
2.618 97.67
4.250 97.53
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 97.96 99.44
PP 97.55 98.54
S1 97.15 97.64

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

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