NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 19-Mar-2008
Day Change Summary
Previous Current
18-Mar-2008 19-Mar-2008 Change Change % Previous Week
Open 102.55 105.50 2.95 2.9% 102.55
High 106.70 105.59 -1.11 -1.0% 107.27
Low 102.20 100.32 -1.88 -1.8% 101.27
Close 106.39 100.79 -5.60 -5.3% 106.52
Range 4.50 5.27 0.77 17.1% 6.00
ATR 3.00 3.22 0.22 7.3% 0.00
Volume 20,751 19,754 -997 -4.8% 117,561
Daily Pivots for day following 19-Mar-2008
Classic Woodie Camarilla DeMark
R4 118.04 114.69 103.69
R3 112.77 109.42 102.24
R2 107.50 107.50 101.76
R1 104.15 104.15 101.27 103.19
PP 102.23 102.23 102.23 101.76
S1 98.88 98.88 100.31 97.92
S2 96.96 96.96 99.82
S3 91.69 93.61 99.34
S4 86.42 88.34 97.89
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
5 107.92 99.79 8.13 8.1% 4.31 4.3% 12% False False 20,803
10 107.92 99.79 8.13 8.1% 3.47 3.4% 12% False False 21,902
20 107.92 96.06 11.86 11.8% 3.08 3.1% 40% False False 16,727
40 107.92 85.45 22.47 22.3% 2.59 2.6% 68% False False 11,926
60 107.92 85.17 22.75 22.6% 2.26 2.2% 69% False False 9,288
80 107.92 85.12 22.80 22.6% 2.29 2.3% 69% False False 7,562
100 107.92 83.14 24.78 24.6% 2.03 2.0% 71% False False 6,349
120 107.92 75.05 32.87 32.6% 1.75 1.7% 78% False False 5,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127.99
2.618 119.39
1.618 114.12
1.000 110.86
0.618 108.85
HIGH 105.59
0.618 103.58
0.500 102.96
0.382 102.33
LOW 100.32
0.618 97.06
1.000 95.05
1.618 91.79
2.618 86.52
4.250 77.92
Fisher Pivots for day following 19-Mar-2008
Pivot 1 day 3 day
R1 102.96 103.86
PP 102.23 102.83
S1 101.51 101.81

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

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