NYMEX Light Sweet Crude Oil Future January 2009


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 98.00 98.15 0.15 0.2% 96.36
High 98.00 98.15 0.15 0.2% 100.12
Low 97.91 98.15 0.24 0.2% 96.36
Close 96.74 100.50 3.76 3.9% 99.27
Range 0.09 0.00 -0.09 -100.0% 3.76
ATR 1.28 1.29 0.01 0.7% 0.00
Volume 679 798 119 17.5% 3,000
Daily Pivots for day following 05-Mar-2008
Classic Woodie Camarilla DeMark
R4 98.93 99.72 100.50
R3 98.93 99.72 100.50
R2 98.93 98.93 100.50
R1 99.72 99.72 100.50 99.33
PP 98.93 98.93 98.93 98.74
S1 99.72 99.72 100.50 99.33
S2 98.93 98.93 100.50
S3 98.93 99.72 100.50
S4 98.93 99.72 100.50
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 109.86 108.33 101.34
R3 106.10 104.57 100.30
R2 102.34 102.34 99.96
R1 100.81 100.81 99.61 101.58
PP 98.58 98.58 98.58 98.97
S1 97.05 97.05 98.93 97.82
S2 94.82 94.82 98.58
S3 91.06 93.29 98.24
S4 87.30 89.53 97.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.97 97.91 3.06 3.0% 0.21 0.2% 85% False False 455
10 100.97 95.30 5.67 5.6% 0.23 0.2% 92% False False 599
20 100.97 86.00 14.97 14.9% 0.36 0.4% 97% False False 879
40 100.97 84.44 16.53 16.4% 0.22 0.2% 97% False False 651
60 100.97 84.44 16.53 16.4% 0.28 0.3% 97% False False 567
80 100.97 82.46 18.51 18.4% 0.56 0.6% 97% False False 620
100 100.97 76.98 23.99 23.9% 0.55 0.5% 98% False False 607
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 0.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.15
2.618 98.15
1.618 98.15
1.000 98.15
0.618 98.15
HIGH 98.15
0.618 98.15
0.500 98.15
0.382 98.15
LOW 98.15
0.618 98.15
1.000 98.15
1.618 98.15
2.618 98.15
4.250 98.15
Fisher Pivots for day following 05-Mar-2008
Pivot 1 day 3 day
R1 99.72 100.15
PP 98.93 99.79
S1 98.15 99.44

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

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