NYMEX Light Sweet Crude Oil Future July 2008


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 105.95 106.40 0.45 0.4% 102.55
High 107.27 107.09 -0.18 -0.2% 107.27
Low 105.35 105.38 0.03 0.0% 101.27
Close 106.90 106.52 -0.38 -0.4% 106.52
Range 1.92 1.71 -0.21 -10.9% 6.00
ATR 2.53 2.47 -0.06 -2.3% 0.00
Volume 24,762 19,482 -5,280 -21.3% 117,561
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 111.46 110.70 107.46
R3 109.75 108.99 106.99
R2 108.04 108.04 106.83
R1 107.28 107.28 106.68 107.66
PP 106.33 106.33 106.33 106.52
S1 105.57 105.57 106.36 105.95
S2 104.62 104.62 106.21
S3 102.91 103.86 106.05
S4 101.20 102.15 105.58
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 123.02 120.77 109.82
R3 117.02 114.77 108.17
R2 111.02 111.02 107.62
R1 108.77 108.77 107.07 109.90
PP 105.02 105.02 105.02 105.58
S1 102.77 102.77 105.97 103.90
S2 99.02 99.02 105.42
S3 93.02 96.77 104.87
S4 87.02 90.77 103.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.27 101.27 6.00 5.6% 2.39 2.2% 88% False False 23,512
10 107.27 97.51 9.76 9.2% 2.83 2.7% 92% False False 20,144
20 107.27 93.88 13.39 12.6% 2.61 2.5% 94% False False 14,735
40 107.27 85.17 22.10 20.7% 2.31 2.2% 97% False False 10,734
60 107.27 85.17 22.10 20.7% 2.05 1.9% 97% False False 8,387
80 107.27 85.12 22.15 20.8% 2.12 2.0% 97% False False 6,873
100 107.27 81.04 26.23 24.6% 1.86 1.7% 97% False False 5,767
120 107.27 75.05 32.22 30.2% 1.60 1.5% 98% False False 4,999
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 114.36
2.618 111.57
1.618 109.86
1.000 108.80
0.618 108.15
HIGH 107.09
0.618 106.44
0.500 106.24
0.382 106.03
LOW 105.38
0.618 104.32
1.000 103.67
1.618 102.61
2.618 100.90
4.250 98.11
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 106.43 106.20
PP 106.33 105.88
S1 106.24 105.56

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

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