NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 98.18 102.57 4.39 4.5% 100.58
High 102.10 103.38 1.28 1.3% 102.61
Low 98.18 101.89 3.71 3.8% 96.27
Close 102.26 103.22 0.96 0.9% 98.45
Range 3.92 1.49 -2.43 -62.0% 6.34
ATR 1.99 1.96 -0.04 -1.8% 0.00
Volume 2,385 3,036 651 27.3% 10,107
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 107.30 106.75 104.04
R3 105.81 105.26 103.63
R2 104.32 104.32 103.49
R1 103.77 103.77 103.36 104.05
PP 102.83 102.83 102.83 102.97
S1 102.28 102.28 103.08 102.56
S2 101.34 101.34 102.95
S3 99.85 100.79 102.81
S4 98.36 99.30 102.40
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 118.13 114.63 101.94
R3 111.79 108.29 100.19
R2 105.45 105.45 99.61
R1 101.95 101.95 99.03 100.53
PP 99.11 99.11 99.11 98.40
S1 95.61 95.61 97.87 94.19
S2 92.77 92.77 97.29
S3 86.43 89.27 96.71
S4 80.09 82.93 94.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.38 96.27 7.11 6.9% 1.88 1.8% 98% True False 2,330
10 104.69 96.27 8.42 8.2% 1.70 1.7% 83% False False 2,313
20 104.69 96.27 8.42 8.2% 1.49 1.4% 83% False False 2,166
40 104.69 86.22 18.47 17.9% 1.26 1.2% 92% False False 1,453
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.71
2.618 107.28
1.618 105.79
1.000 104.87
0.618 104.30
HIGH 103.38
0.618 102.81
0.500 102.64
0.382 102.46
LOW 101.89
0.618 100.97
1.000 100.40
1.618 99.48
2.618 97.99
4.250 95.56
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 103.03 102.41
PP 102.83 101.59
S1 102.64 100.78

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

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