NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 103.15 104.30 1.15 1.1% 100.18
High 105.01 105.30 0.29 0.3% 103.16
Low 102.89 103.14 0.25 0.2% 97.44
Close 104.14 105.19 1.05 1.0% 101.87
Range 2.12 2.16 0.04 1.9% 5.72
ATR 2.33 2.31 -0.01 -0.5% 0.00
Volume 11,124 12,112 988 8.9% 37,771
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 111.02 110.27 106.38
R3 108.86 108.11 105.78
R2 106.70 106.70 105.59
R1 105.95 105.95 105.39 106.33
PP 104.54 104.54 104.54 104.73
S1 103.79 103.79 104.99 104.17
S2 102.38 102.38 104.79
S3 100.22 101.63 104.60
S4 98.06 99.47 104.00
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
5 105.30 100.13 5.17 4.9% 2.39 2.3% 98% True False 10,581
10 105.30 97.44 7.86 7.5% 2.69 2.6% 99% True False 8,026
20 105.30 93.34 11.96 11.4% 2.26 2.2% 99% True False 6,102
40 105.30 84.33 20.97 19.9% 2.04 1.9% 99% True False 4,847
60 105.30 84.33 20.97 19.9% 1.74 1.7% 99% True False 3,858
80 105.30 84.33 20.97 19.9% 1.66 1.6% 99% True False 3,176
100 105.30 80.08 25.22 24.0% 1.35 1.3% 100% True False 2,743
120 105.30 74.41 30.89 29.4% 1.16 1.1% 100% True False 2,404
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 0.56
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.48
2.618 110.95
1.618 108.79
1.000 107.46
0.618 106.63
HIGH 105.30
0.618 104.47
0.500 104.22
0.382 103.97
LOW 103.14
0.618 101.81
1.000 100.98
1.618 99.65
2.618 97.49
4.250 93.96
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 104.87 104.43
PP 104.54 103.67
S1 104.22 102.92

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

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