NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 101.78 102.69 0.91 0.9% 100.18
High 102.57 103.16 0.59 0.6% 103.16
Low 100.13 100.98 0.85 0.8% 97.44
Close 102.54 101.87 -0.67 -0.7% 101.87
Range 2.44 2.18 -0.26 -10.7% 5.72
ATR 2.29 2.29 -0.01 -0.4% 0.00
Volume 11,923 7,160 -4,763 -39.9% 37,771
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.54 107.39 103.07
R3 106.36 105.21 102.47
R2 104.18 104.18 102.27
R1 103.03 103.03 102.07 102.52
PP 102.00 102.00 102.00 101.75
S1 100.85 100.85 101.67 100.34
S2 99.82 99.82 101.47
S3 97.64 98.67 101.27
S4 95.46 96.49 100.67
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 117.98 115.65 105.02
R3 112.26 109.93 103.44
R2 106.54 106.54 102.92
R1 104.21 104.21 102.39 105.38
PP 100.82 100.82 100.82 101.41
S1 98.49 98.49 101.35 99.66
S2 95.10 95.10 100.82
S3 89.38 92.77 100.30
S4 83.66 87.05 98.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.16 97.44 5.72 5.6% 2.95 2.9% 77% True False 7,554
10 103.16 96.69 6.47 6.4% 2.49 2.4% 80% True False 6,211
20 103.16 90.37 12.79 12.6% 2.15 2.1% 90% True False 5,104
40 103.16 84.33 18.83 18.5% 1.94 1.9% 93% True False 4,164
60 103.16 84.33 18.83 18.5% 1.71 1.7% 93% True False 3,339
80 103.16 84.33 18.83 18.5% 1.58 1.6% 93% True False 2,774
100 103.16 80.08 23.08 22.7% 1.29 1.3% 94% True False 2,460
120 103.16 74.41 28.75 28.2% 1.10 1.1% 96% True False 2,147
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 True
Stretch 0.46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.43
2.618 108.87
1.618 106.69
1.000 105.34
0.618 104.51
HIGH 103.16
0.618 102.33
0.500 102.07
0.382 101.81
LOW 100.98
0.618 99.63
1.000 98.80
1.618 97.45
2.618 95.27
4.250 91.72
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 102.07 101.41
PP 102.00 100.95
S1 101.94 100.49

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

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