NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 100.23 103.42 3.19 3.2% 99.13
High 103.90 104.69 0.79 0.8% 106.05
Low 98.85 102.00 3.15 3.2% 98.50
Close 103.72 102.63 -1.09 -1.1% 104.19
Range 5.05 2.69 -2.36 -46.7% 7.55
ATR 3.66 3.59 -0.07 -1.9% 0.00
Volume 34,477 37,813 3,336 9.7% 192,765
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 111.18 109.59 104.11
R3 108.49 106.90 103.37
R2 105.80 105.80 103.12
R1 104.21 104.21 102.88 103.66
PP 103.11 103.11 103.11 102.83
S1 101.52 101.52 102.38 100.97
S2 100.42 100.42 102.14
S3 97.73 98.83 101.89
S4 95.04 96.14 101.15
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
5 105.81 98.63 7.18 7.0% 3.85 3.7% 56% False False 35,775
10 106.05 97.58 8.47 8.3% 4.00 3.9% 60% False False 36,146
20 107.92 97.58 10.34 10.1% 3.74 3.6% 49% False False 29,024
40 107.92 86.28 21.64 21.1% 3.12 3.0% 76% False False 19,014
60 107.92 85.17 22.75 22.2% 2.70 2.6% 77% False False 14,719
80 107.92 85.17 22.75 22.2% 2.45 2.4% 77% False False 11,786
100 107.92 85.12 22.80 22.2% 2.33 2.3% 77% False False 9,806
120 107.92 78.25 29.67 28.9% 2.05 2.0% 82% False False 8,397
Crabel Price Patterns
NR True
NR4 True
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 0.84
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.12
2.618 111.73
1.618 109.04
1.000 107.38
0.618 106.35
HIGH 104.69
0.618 103.66
0.500 103.35
0.382 103.03
LOW 102.00
0.618 100.34
1.000 99.31
1.618 97.65
2.618 94.96
4.250 90.57
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 103.35 102.31
PP 103.11 101.98
S1 102.87 101.66

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

View Archives - Comment on this page... - Back to Index of Symbols