NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 01-Apr-2008
Day Change Summary
Previous Current
31-Mar-2008 01-Apr-2008 Change Change % Previous Week
Open 103.09 100.61 -2.48 -2.4% 99.13
High 105.44 101.45 -3.99 -3.8% 106.05
Low 99.27 98.63 -0.64 -0.6% 98.50
Close 100.56 100.00 -0.56 -0.6% 104.19
Range 6.17 2.82 -3.35 -54.3% 7.55
ATR 3.60 3.55 -0.06 -1.6% 0.00
Volume 29,500 35,332 5,832 19.8% 192,765
Daily Pivots for day following 01-Apr-2008
Classic Woodie Camarilla DeMark
R4 108.49 107.06 101.55
R3 105.67 104.24 100.78
R2 102.85 102.85 100.52
R1 101.42 101.42 100.26 100.73
PP 100.03 100.03 100.03 99.68
S1 98.60 98.60 99.74 97.91
S2 97.21 97.21 99.48
S3 94.39 95.78 99.22
S4 91.57 92.96 98.45
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 98.63 7.42 7.4% 3.94 3.9% 18% False True 39,479
10 106.70 97.58 9.12 9.1% 4.20 4.2% 27% False False 32,967
20 107.92 97.51 10.41 10.4% 3.78 3.8% 24% False False 26,991
40 107.92 86.28 21.64 21.6% 3.02 3.0% 63% False False 17,484
60 107.92 85.17 22.75 22.8% 2.64 2.6% 65% False False 13,622
80 107.92 85.12 22.80 22.8% 2.55 2.5% 65% False False 10,991
100 107.92 85.12 22.80 22.8% 2.27 2.3% 65% False False 9,102
120 107.92 75.69 32.23 32.2% 2.00 2.0% 75% False False 7,836
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.44
2.618 108.83
1.618 106.01
1.000 104.27
0.618 103.19
HIGH 101.45
0.618 100.37
0.500 100.04
0.382 99.71
LOW 98.63
0.618 96.89
1.000 95.81
1.618 94.07
2.618 91.25
4.250 86.65
Fisher Pivots for day following 01-Apr-2008
Pivot 1 day 3 day
R1 100.04 102.22
PP 100.03 101.48
S1 100.01 100.74

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

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