NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 06-Mar-2008

Day Change Summary
	Previous	Current
	05-Mar-2008	06-Mar-2008	Change	Change %	Previous Week
Open	100.29	100.28	-0.01	0.0%	96.20
High	100.29	101.50	1.21	1.2%	100.70
Low	98.20	100.28	2.08	2.1%	96.14
Close	100.97	101.46	0.49	0.5%	99.70
Range	2.09	1.22	-0.87	-41.6%	4.56
ATR	1.70	1.67	-0.03	-2.0%	0.00
Volume	2,279	6,272	3,993	175.2%	3,923

Daily Pivots for day following 06-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	104.74	104.32	102.13
R3	103.52	103.10	101.80
R2	102.30	102.30	101.68
R1	101.88	101.88	101.57	102.09
PP	101.08	101.08	101.08	101.19
S1	100.66	100.66	101.35	100.87
S2	99.86	99.86	101.24
S3	98.64	99.44	101.12
S4	97.42	98.22	100.79

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	101.50	96.83	4.67	4.6%	1.80	1.8%	99%	True	False	2,214
10	101.50	95.37	6.13	6.0%	1.22	1.2%	99%	True	False	1,523
20	101.50	88.19	13.31	13.1%	1.25	1.2%	100%	True	False	1,167
40	101.50	85.48	16.02	15.8%	0.95	0.9%	100%	True	False	857

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	0.08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	106.69
2.618	104.69
1.618	103.47
1.000	102.72
0.618	102.25
HIGH	101.50
0.618	101.03
0.500	100.89
0.382	100.75
LOW	100.28
0.618	99.53
1.000	99.06
1.618	98.31
2.618	97.09
4.250	95.10

Fisher Pivots for day following 06-Mar-2008
Pivot	1 day	3 day
R1	101.27	100.70
PP	101.08	99.93
S1	100.89	99.17

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