NYMEX Light Sweet Crude Oil Future September 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 102.50 103.48 0.98 1.0% 100.45
High 103.54 104.67 1.13 1.1% 102.42
Low 101.82 102.75 0.93 0.9% 97.15
Close 103.41 104.55 1.14 1.1% 101.29
Range 1.72 1.92 0.20 11.6% 5.27
ATR 2.12 2.11 -0.01 -0.7% 0.00
Volume 9,784 14,952 5,168 52.8% 26,973
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.75 109.07 105.61
R3 107.83 107.15 105.08
R2 105.91 105.91 104.90
R1 105.23 105.23 104.73 105.57
PP 103.99 103.99 103.99 104.16
S1 103.31 103.31 104.37 103.65
S2 102.07 102.07 104.20
S3 100.15 101.39 104.02
S4 98.23 99.47 103.49
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
5 104.67 99.84 4.83 4.6% 2.12 2.0% 98% True False 8,771
10 104.67 97.15 7.52 7.2% 2.27 2.2% 98% True False 6,780
20 104.67 93.00 11.67 11.2% 2.01 1.9% 99% True False 5,765
40 104.67 84.70 19.97 19.1% 1.78 1.7% 99% True False 4,086
60 104.67 84.70 19.97 19.1% 1.49 1.4% 99% True False 3,309
80 104.67 84.34 20.33 19.4% 1.41 1.3% 99% True False 2,878
100 104.67 79.86 24.81 23.7% 1.22 1.2% 100% True False 2,631
120 104.67 74.47 30.20 28.9% 1.04 1.0% 100% True False 2,354
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.83
2.618 109.70
1.618 107.78
1.000 106.59
0.618 105.86
HIGH 104.67
0.618 103.94
0.500 103.71
0.382 103.48
LOW 102.75
0.618 101.56
1.000 100.83
1.618 99.64
2.618 97.72
4.250 94.59
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 104.27 103.83
PP 103.99 103.12
S1 103.71 102.40

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

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