NYMEX Light Sweet Crude Oil Future September 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 98.18 101.17 2.99 3.0% 96.75
High 101.58 102.14 0.56 0.6% 101.06
Low 98.18 99.84 1.66 1.7% 96.75
Close 101.51 102.12 0.61 0.6% 100.14
Range 3.40 2.30 -1.10 -32.4% 4.31
ATR 2.11 2.12 0.01 0.7% 0.00
Volume 5,625 7,809 2,184 38.8% 29,692
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 108.27 107.49 103.39
R3 105.97 105.19 102.75
R2 103.67 103.67 102.54
R1 102.89 102.89 102.33 103.28
PP 101.37 101.37 101.37 101.56
S1 100.59 100.59 101.91 100.98
S2 99.07 99.07 101.70
S3 96.77 98.29 101.49
S4 94.47 95.99 100.86
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.25 110.50 102.51
R3 107.94 106.19 101.33
R2 103.63 103.63 100.93
R1 101.88 101.88 100.54 102.76
PP 99.32 99.32 99.32 99.75
S1 97.57 97.57 99.74 98.45
S2 95.01 95.01 99.35
S3 90.70 93.26 98.95
S4 86.39 88.95 97.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.14 97.15 4.99 4.9% 2.28 2.2% 100% True False 5,396
10 102.14 95.83 6.31 6.2% 2.09 2.0% 100% True False 5,659
20 102.14 88.59 13.55 13.3% 1.99 1.9% 100% True False 4,738
40 102.14 84.70 17.44 17.1% 1.68 1.6% 100% True False 3,346
60 102.14 84.70 17.44 17.1% 1.46 1.4% 100% True False 2,884
80 102.14 84.34 17.80 17.4% 1.34 1.3% 100% True False 2,450
100 102.14 79.74 22.40 21.9% 1.14 1.1% 100% True False 2,346
120 102.14 74.17 27.97 27.4% 0.98 1.0% 100% True False 2,168
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.92
2.618 108.16
1.618 105.86
1.000 104.44
0.618 103.56
HIGH 102.14
0.618 101.26
0.500 100.99
0.382 100.72
LOW 99.84
0.618 98.42
1.000 97.54
1.618 96.12
2.618 93.82
4.250 90.07
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 101.74 101.30
PP 101.37 100.47
S1 100.99 99.65

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

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