NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 28-Mar-2008
Day Change Summary
Previous Current
27-Mar-2008 28-Mar-2008 Change Change % Previous Week
Open 104.60 105.14 0.54 0.5% 99.13
High 106.05 105.81 -0.24 -0.2% 106.05
Low 103.60 103.30 -0.30 -0.3% 98.50
Close 105.63 104.19 -1.44 -1.4% 104.19
Range 2.45 2.51 0.06 2.4% 7.55
ATR 3.48 3.41 -0.07 -2.0% 0.00
Volume 53,623 41,757 -11,866 -22.1% 192,765
Daily Pivots for day following 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 111.96 110.59 105.57
R3 109.45 108.08 104.88
R2 106.94 106.94 104.65
R1 105.57 105.57 104.42 105.00
PP 104.43 104.43 104.43 104.15
S1 103.06 103.06 103.96 102.49
S2 101.92 101.92 103.73
S3 99.41 100.55 103.50
S4 96.90 98.04 102.81
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 125.56 122.43 108.34
R3 118.01 114.88 106.27
R2 110.46 110.46 105.57
R1 107.33 107.33 104.88 108.90
PP 102.91 102.91 102.91 103.70
S1 99.78 99.78 103.50 101.35
S2 95.36 95.36 102.81
S3 87.81 92.23 102.11
S4 80.26 84.68 100.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.05 98.50 7.55 7.2% 3.07 2.9% 75% False False 38,553
10 107.92 97.58 10.34 9.9% 4.29 4.1% 64% False False 30,359
20 107.92 97.51 10.41 10.0% 3.54 3.4% 64% False False 24,867
40 107.92 86.28 21.64 20.8% 2.91 2.8% 83% False False 16,092
60 107.92 85.17 22.75 21.8% 2.53 2.4% 84% False False 12,692
80 107.92 85.12 22.80 21.9% 2.47 2.4% 84% False False 10,250
100 107.92 85.12 22.80 21.9% 2.19 2.1% 84% False False 8,490
120 107.92 75.69 32.23 30.9% 1.93 1.8% 88% False False 7,306
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116.48
2.618 112.38
1.618 109.87
1.000 108.32
0.618 107.36
HIGH 105.81
0.618 104.85
0.500 104.56
0.382 104.26
LOW 103.30
0.618 101.75
1.000 100.79
1.618 99.24
2.618 96.73
4.250 92.63
Fisher Pivots for day following 28-Mar-2008
Pivot 1 day 3 day
R1 104.56 103.62
PP 104.43 103.05
S1 104.31 102.48

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

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