NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 02-Apr-2008
Day Change Summary
Previous Current
01-Apr-2008 02-Apr-2008 Change Change % Previous Week
Open 102.61 99.74 -2.87 -2.8% 99.20
High 102.61 103.29 0.68 0.7% 105.14
Low 98.20 98.55 0.35 0.4% 98.05
Close 99.51 103.18 3.67 3.7% 103.49
Range 4.41 4.74 0.33 7.5% 7.09
ATR 3.16 3.27 0.11 3.6% 0.00
Volume 11,339 11,901 562 5.0% 60,647
Daily Pivots for day following 02-Apr-2008
Classic Woodie Camarilla DeMark
R4 115.89 114.28 105.79
R3 111.15 109.54 104.48
R2 106.41 106.41 104.05
R1 104.80 104.80 103.61 105.61
PP 101.67 101.67 101.67 102.08
S1 100.06 100.06 102.75 100.87
S2 96.93 96.93 102.31
S3 92.19 95.32 101.88
S4 87.45 90.58 100.57
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 123.50 120.58 107.39
R3 116.41 113.49 105.44
R2 109.32 109.32 104.79
R1 106.40 106.40 104.14 107.86
PP 102.23 102.23 102.23 102.96
S1 99.31 99.31 102.84 100.77
S2 95.14 95.14 102.19
S3 88.05 92.22 101.54
S4 80.96 85.13 99.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.14 98.20 6.94 6.7% 3.88 3.8% 72% False False 12,657
10 105.14 97.33 7.81 7.6% 3.54 3.4% 75% False False 11,452
20 107.00 97.33 9.67 9.4% 3.36 3.3% 60% False False 10,454
40 107.00 86.15 20.85 20.2% 2.68 2.6% 82% False False 7,254
60 107.00 84.33 22.67 22.0% 2.35 2.3% 83% False False 5,929
80 107.00 84.33 22.67 22.0% 2.07 2.0% 83% False False 4,846
100 107.00 84.33 22.67 22.0% 1.86 1.8% 83% False False 4,089
120 107.00 77.45 29.55 28.6% 1.56 1.5% 87% False False 3,578
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.44
2.618 115.70
1.618 110.96
1.000 108.03
0.618 106.22
HIGH 103.29
0.618 101.48
0.500 100.92
0.382 100.36
LOW 98.55
0.618 95.62
1.000 93.81
1.618 90.88
2.618 86.14
4.250 78.41
Fisher Pivots for day following 02-Apr-2008
Pivot 1 day 3 day
R1 102.43 102.60
PP 101.67 102.03
S1 100.92 101.45

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

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