NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 103.50 103.55 0.05 0.0% 100.04
High 103.50 103.55 0.05 0.0% 103.55
Low 103.50 102.45 -1.05 -1.0% 100.04
Close 103.50 102.82 -0.68 -0.7% 102.82
Range 0.00 1.10 1.10 3.51
ATR 1.27 1.25 -0.01 -0.9% 0.00
Volume 958 1,887 929 97.0% 3,576
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 106.24 105.63 103.43
R3 105.14 104.53 103.12
R2 104.04 104.04 103.02
R1 103.43 103.43 102.92 103.19
PP 102.94 102.94 102.94 102.82
S1 102.33 102.33 102.72 102.09
S2 101.84 101.84 102.62
S3 100.74 101.23 102.52
S4 99.64 100.13 102.22
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 112.67 111.25 104.75
R3 109.16 107.74 103.79
R2 105.65 105.65 103.46
R1 104.23 104.23 103.14 104.94
PP 102.14 102.14 102.14 102.49
S1 100.72 100.72 102.50 101.43
S2 98.63 98.63 102.18
S3 95.12 97.21 101.85
S4 91.61 93.70 100.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.55 100.04 3.51 3.4% 0.25 0.2% 79% True False 715
10 103.55 96.57 6.98 6.8% 0.24 0.2% 90% True False 548
20 103.55 92.96 10.59 10.3% 0.16 0.2% 93% True False 521
40 103.55 84.00 19.55 19.0% 0.13 0.1% 96% True False 352
60 103.55 84.00 19.55 19.0% 0.11 0.1% 96% True False 364
80 103.55 84.00 19.55 19.0% 0.11 0.1% 96% True False 382
100 103.55 78.45 25.10 24.4% 0.08 0.1% 97% True False 392
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 108.23
2.618 106.43
1.618 105.33
1.000 104.65
0.618 104.23
HIGH 103.55
0.618 103.13
0.500 103.00
0.382 102.87
LOW 102.45
0.618 101.77
1.000 101.35
1.618 100.67
2.618 99.57
4.250 97.78
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 103.00 102.71
PP 102.94 102.59
S1 102.88 102.48

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

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