NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 25-Mar-2008

Day Change Summary
	Previous	Current
	24-Mar-2008	25-Mar-2008	Change	Change %	Previous Week
Open	97.26	96.94	-0.32	-0.3%	103.59
High	98.86	99.08	0.22	0.2%	105.00
Low	96.95	96.81	-0.14	-0.1%	95.83
Close	97.74	98.67	0.93	1.0%	98.14
Range	1.91	2.27	0.36	18.8%	9.17
ATR	2.99	2.94	-0.05	-1.7%	0.00
Volume	28,638	10,341	-18,297	-63.9%	106,001

Daily Pivots for day following 25-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	105.00	104.10	99.92
R3	102.73	101.83	99.29
R2	100.46	100.46	99.09
R1	99.56	99.56	98.88	100.01
PP	98.19	98.19	98.19	98.41
S1	97.29	97.29	98.46	97.74
S2	95.92	95.92	98.25
S3	93.65	95.02	98.05
S4	91.38	92.75	97.42

Weekly Pivots for week ending 21-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	127.17	121.82	103.18
R3	118.00	112.65	100.66
R2	108.83	108.83	99.82
R1	103.48	103.48	98.98	101.57
PP	99.66	99.66	99.66	98.70
S1	94.31	94.31	97.30	92.40
S2	90.49	90.49	96.46
S3	81.32	85.14	95.62
S4	72.15	75.97	93.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.02	95.83	8.19	8.3%	3.25	3.3%	35%	False	False	24,801
10	105.00	95.83	9.17	9.3%	3.26	3.3%	31%	False	False	26,641
20	105.00	95.83	9.17	9.3%	3.02	3.1%	31%	False	False	26,503
40	105.00	85.60	19.40	19.7%	2.51	2.5%	67%	False	False	22,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.73
2.618	105.02
1.618	102.75
1.000	101.35
0.618	100.48
HIGH	99.08
0.618	98.21
0.500	97.95
0.382	97.68
LOW	96.81
0.618	95.41
1.000	94.54
1.618	93.14
2.618	90.87
4.250	87.16

Fisher Pivots for day following 25-Mar-2008
Pivot	1 day	3 day
R1	98.43	98.27
PP	98.19	97.86
S1	97.95	97.46

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