NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 105.14 103.09 -2.05 -1.9% 99.13
High 105.81 105.44 -0.37 -0.3% 106.05
Low 103.30 99.27 -4.03 -3.9% 98.50
Close 104.19 100.56 -3.63 -3.5% 104.19
Range 2.51 6.17 3.66 145.8% 7.55
ATR 3.41 3.60 0.20 5.8% 0.00
Volume 41,757 29,500 -12,257 -29.4% 192,765
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 120.27 116.58 103.95
R3 114.10 110.41 102.26
R2 107.93 107.93 101.69
R1 104.24 104.24 101.13 103.00
PP 101.76 101.76 101.76 101.14
S1 98.07 98.07 99.99 96.83
S2 95.59 95.59 99.43
S3 89.42 91.90 98.86
S4 83.25 85.73 97.17
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 125.56 122.43 108.34
R3 118.01 114.88 106.27
R2 110.46 110.46 105.57
R1 107.33 107.33 104.88 108.90
PP 102.91 102.91 102.91 103.70
S1 99.78 99.78 103.50 101.35
S2 95.36 95.36 102.81
S3 87.81 92.23 102.11
S4 80.26 84.68 100.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.05 98.50 7.55 7.5% 3.82 3.8% 27% False False 37,186
10 107.92 97.58 10.34 10.3% 4.74 4.7% 29% False False 31,361
20 107.92 97.51 10.41 10.4% 3.78 3.8% 29% False False 25,752
40 107.92 86.28 21.64 21.5% 3.01 3.0% 66% False False 16,734
60 107.92 85.17 22.75 22.6% 2.61 2.6% 68% False False 13,125
80 107.92 85.12 22.80 22.7% 2.52 2.5% 68% False False 10,591
100 107.92 85.12 22.80 22.7% 2.24 2.2% 68% False False 8,776
120 107.92 75.69 32.23 32.1% 1.98 2.0% 77% False False 7,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.69
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131.66
2.618 121.59
1.618 115.42
1.000 111.61
0.618 109.25
HIGH 105.44
0.618 103.08
0.500 102.36
0.382 101.63
LOW 99.27
0.618 95.46
1.000 93.10
1.618 89.29
2.618 83.12
4.250 73.05
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 102.36 102.66
PP 101.76 101.96
S1 101.16 101.26

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

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