NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 05-Mar-2008

Day Change Summary
	Previous	Current
	04-Mar-2008	05-Mar-2008	Change	Change %	Previous Week
Open	100.03	100.29	0.26	0.3%	96.20
High	100.03	100.29	0.26	0.3%	100.70
Low	96.83	98.20	1.37	1.4%	96.14
Close	97.12	100.97	3.85	4.0%	99.70
Range	3.20	2.09	-1.11	-34.7%	4.56
ATR	1.59	1.70	0.11	7.1%	0.00
Volume	925	2,279	1,354	146.4%	3,923

Daily Pivots for day following 05-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	106.09	105.62	102.12
R3	104.00	103.53	101.54
R2	101.91	101.91	101.35
R1	101.44	101.44	101.16	101.68
PP	99.82	99.82	99.82	99.94
S1	99.35	99.35	100.78	99.59
S2	97.73	97.73	100.59
S3	95.64	97.26	100.40
S4	93.55	95.17	99.82

Weekly Pivots for week ending 29-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	112.53	110.67	102.21
R3	107.97	106.11	100.95
R2	103.41	103.41	100.54
R1	101.55	101.55	100.12	102.48
PP	98.85	98.85	98.85	99.31
S1	96.99	96.99	99.28	97.92
S2	94.29	94.29	98.86
S3	89.73	92.43	98.45
S4	85.17	87.87	97.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.11	96.83	4.28	4.2%	1.56	1.5%	97%	False	False	1,168
10	101.11	95.37	5.74	5.7%	1.20	1.2%	98%	False	False	937
20	101.11	86.40	14.71	14.6%	1.24	1.2%	99%	False	False	869
40	101.11	85.48	15.63	15.5%	0.93	0.9%	99%	False	False	705

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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.17
2.618	105.76
1.618	103.67
1.000	102.38
0.618	101.58
HIGH	100.29
0.618	99.49
0.500	99.25
0.382	99.00
LOW	98.20
0.618	96.91
1.000	96.11
1.618	94.82
2.618	92.73
4.250	89.32

Fisher Pivots for day following 05-Mar-2008
Pivot	1 day	3 day
R1	100.40	100.30
PP	99.82	99.64
S1	99.25	98.97

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols