NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 100.95 101.55 0.60 0.6% 99.58
High 100.95 101.55 0.60 0.6% 100.71
Low 100.95 101.40 0.45 0.4% 96.57
Close 100.95 102.45 1.50 1.5% 99.30
Range 0.00 0.15 0.15 4.14
ATR 1.34 1.28 -0.05 -3.9% 0.00
Volume 5 650 645 12,900.0% 1,907
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 102.25 102.50 102.53
R3 102.10 102.35 102.49
R2 101.95 101.95 102.48
R1 102.20 102.20 102.46 102.08
PP 101.80 101.80 101.80 101.74
S1 102.05 102.05 102.44 101.93
S2 101.65 101.65 102.42
S3 101.50 101.90 102.41
S4 101.35 101.75 102.37
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 111.28 109.43 101.58
R3 107.14 105.29 100.44
R2 103.00 103.00 100.06
R1 101.15 101.15 99.68 100.01
PP 98.86 98.86 98.86 98.29
S1 97.01 97.01 98.92 95.87
S2 94.72 94.72 98.54
S3 90.58 92.87 98.16
S4 86.44 88.73 97.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.55 99.30 2.25 2.2% 0.03 0.0% 140% True False 207
10 101.55 96.57 4.98 4.9% 0.13 0.1% 118% True False 282
20 101.55 91.39 10.16 9.9% 0.10 0.1% 109% True False 385
40 101.55 84.00 17.55 17.1% 0.10 0.1% 105% True False 301
60 101.55 84.00 17.55 17.1% 0.10 0.1% 105% True False 322
80 101.55 83.78 17.77 17.3% 0.09 0.1% 105% True False 357
100 101.55 78.45 23.10 22.5% 0.07 0.1% 104% True False 367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.19
2.618 101.94
1.618 101.79
1.000 101.70
0.618 101.64
HIGH 101.55
0.618 101.49
0.500 101.48
0.382 101.46
LOW 101.40
0.618 101.31
1.000 101.25
1.618 101.16
2.618 101.01
4.250 100.76
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 102.13 101.90
PP 101.80 101.35
S1 101.48 100.80

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

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