NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 99.58 96.57 -3.01 -3.0% 96.08
High 100.70 96.57 -4.13 -4.1% 99.91
Low 99.55 96.57 -2.98 -3.0% 96.08
Close 99.67 96.57 -3.10 -3.1% 99.08
Range 1.15 0.00 -1.15 -100.0% 3.83
ATR 1.19 1.32 0.14 11.5% 0.00
Volume 196 207 11 5.6% 3,002
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 96.57 96.57 96.57
R3 96.57 96.57 96.57
R2 96.57 96.57 96.57
R1 96.57 96.57 96.57 96.57
PP 96.57 96.57 96.57 96.57
S1 96.57 96.57 96.57 96.57
S2 96.57 96.57 96.57
S3 96.57 96.57 96.57
S4 96.57 96.57 96.57
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 109.85 108.29 101.19
R3 106.02 104.46 100.13
R2 102.19 102.19 99.78
R1 100.63 100.63 99.43 101.41
PP 98.36 98.36 98.36 98.75
S1 96.80 96.80 98.73 97.58
S2 94.53 94.53 98.38
S3 90.70 92.97 98.03
S4 86.87 89.14 96.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.70 96.57 4.13 4.3% 0.34 0.4% 0% False True 210
10 100.70 95.18 5.52 5.7% 0.19 0.2% 25% False False 449
20 100.70 86.06 14.64 15.2% 0.19 0.2% 72% False False 296
40 100.70 84.00 16.70 17.3% 0.10 0.1% 75% False False 306
60 100.70 84.00 16.70 17.3% 0.12 0.1% 75% False False 326
80 100.70 82.95 17.75 18.4% 0.09 0.1% 77% False False 345
100 100.70 76.02 24.68 25.6% 0.07 0.1% 83% False False 345
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.57
2.618 96.57
1.618 96.57
1.000 96.57
0.618 96.57
HIGH 96.57
0.618 96.57
0.500 96.57
0.382 96.57
LOW 96.57
0.618 96.57
1.000 96.57
1.618 96.57
2.618 96.57
4.250 96.57
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 96.57 98.64
PP 96.57 97.95
S1 96.57 97.26

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

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