NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 101.74 100.40 -1.34 -1.3% 100.45
High 102.42 102.77 0.35 0.3% 102.42
Low 100.39 100.13 -0.26 -0.3% 97.15
Close 101.29 102.68 1.39 1.4% 101.29
Range 2.03 2.64 0.61 30.0% 5.27
ATR 2.11 2.15 0.04 1.8% 0.00
Volume 4,717 6,595 1,878 39.8% 26,973
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.78 108.87 104.13
R3 107.14 106.23 103.41
R2 104.50 104.50 103.16
R1 103.59 103.59 102.92 104.05
PP 101.86 101.86 101.86 102.09
S1 100.95 100.95 102.44 101.41
S2 99.22 99.22 102.20
S3 96.58 98.31 101.95
S4 93.94 95.67 101.23
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 116.10 113.96 104.19
R3 110.83 108.69 102.74
R2 105.56 105.56 102.26
R1 103.42 103.42 101.77 104.49
PP 100.29 100.29 100.29 100.82
S1 98.15 98.15 100.81 99.22
S2 95.02 95.02 100.32
S3 89.75 92.88 99.84
S4 84.48 87.61 98.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.77 97.15 5.62 5.5% 2.82 2.8% 98% True False 5,964
10 102.77 97.15 5.62 5.5% 2.32 2.3% 98% True False 5,782
20 102.77 91.20 11.57 11.3% 1.96 1.9% 99% True False 5,015
40 102.77 84.70 18.07 17.6% 1.78 1.7% 100% True False 3,507
60 102.77 84.70 18.07 17.6% 1.48 1.4% 100% True False 3,050
80 102.77 84.34 18.43 17.9% 1.38 1.3% 100% True False 2,579
100 102.77 79.86 22.91 22.3% 1.19 1.2% 100% True False 2,444
120 102.77 74.47 28.30 27.6% 1.02 1.0% 100% True False 2,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.99
2.618 109.68
1.618 107.04
1.000 105.41
0.618 104.40
HIGH 102.77
0.618 101.76
0.500 101.45
0.382 101.14
LOW 100.13
0.618 98.50
1.000 97.49
1.618 95.86
2.618 93.22
4.250 88.91
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 102.27 102.22
PP 101.86 101.76
S1 101.45 101.31

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

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