NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 97.90 101.78 3.88 4.0% 97.72
High 102.00 102.57 0.57 0.6% 101.61
Low 97.81 100.13 2.32 2.4% 96.69
Close 101.86 102.54 0.68 0.7% 100.37
Range 4.19 2.44 -1.75 -41.8% 4.92
ATR 2.28 2.29 0.01 0.5% 0.00
Volume 7,115 11,923 4,808 67.6% 24,346
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.07 108.24 103.88
R3 106.63 105.80 103.21
R2 104.19 104.19 102.99
R1 103.36 103.36 102.76 103.78
PP 101.75 101.75 101.75 101.95
S1 100.92 100.92 102.32 101.34
S2 99.31 99.31 102.09
S3 96.87 98.48 101.87
S4 94.43 96.04 101.20
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 114.32 112.26 103.08
R3 109.40 107.34 101.72
R2 104.48 104.48 101.27
R1 102.42 102.42 100.82 103.45
PP 99.56 99.56 99.56 100.07
S1 97.50 97.50 99.92 98.53
S2 94.64 94.64 99.47
S3 89.72 92.58 99.02
S4 84.80 87.66 97.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.57 97.44 5.13 5.0% 2.80 2.7% 99% True False 6,777
10 102.57 95.99 6.58 6.4% 2.45 2.4% 100% True False 6,000
20 102.57 88.30 14.27 13.9% 2.18 2.1% 100% True False 4,840
40 102.57 84.33 18.24 17.8% 1.94 1.9% 100% True False 4,076
60 102.57 84.33 18.24 17.8% 1.68 1.6% 100% True False 3,235
80 102.57 84.33 18.24 17.8% 1.56 1.5% 100% True False 2,687
100 102.57 78.35 24.22 23.6% 1.27 1.2% 100% True False 2,389
120 102.57 74.12 28.45 27.7% 1.08 1.1% 100% True False 2,090
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.94
2.618 108.96
1.618 106.52
1.000 105.01
0.618 104.08
HIGH 102.57
0.618 101.64
0.500 101.35
0.382 101.06
LOW 100.13
0.618 98.62
1.000 97.69
1.618 96.18
2.618 93.74
4.250 89.76
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 102.14 101.70
PP 101.75 100.85
S1 101.35 100.01

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

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