NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 14-Mar-2008

Day Change Summary
	Previous	Current
	13-Mar-2008	14-Mar-2008	Change	Change %	Previous Week
Open	105.04	105.00	-0.04	0.0%	100.40
High	105.85	105.48	-0.37	-0.3%	105.85
Low	104.38	103.97	-0.41	-0.4%	100.13
Close	105.44	105.06	-0.38	-0.4%	105.06
Range	1.47	1.51	0.04	2.7%	5.72
ATR	2.06	2.02	-0.04	-1.9%	0.00
Volume	8,519	7,484	-1,035	-12.1%	47,334

Daily Pivots for day following 14-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	109.37	108.72	105.89
R3	107.86	107.21	105.48
R2	106.35	106.35	105.34
R1	105.70	105.70	105.20	106.03
PP	104.84	104.84	104.84	105.00
S1	104.19	104.19	104.92	104.52
S2	103.33	103.33	104.78
S3	101.82	102.68	104.64
S4	100.31	101.17	104.23

Weekly Pivots for week ending 14-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.84	118.67	108.21
R3	115.12	112.95	106.63
R2	109.40	109.40	106.11
R1	107.23	107.23	105.58	108.32
PP	103.68	103.68	103.68	104.22
S1	101.51	101.51	104.54	102.60
S2	97.96	97.96	104.01
S3	92.24	95.79	103.49
S4	86.52	90.07	101.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.85	100.13	5.72	5.4%	1.85	1.8%	86%	False	False	9,466
10	105.85	97.15	8.70	8.3%	2.20	2.1%	91%	False	False	7,430
20	105.85	93.69	12.16	11.6%	2.02	1.9%	94%	False	False	6,199
40	105.85	84.70	21.15	20.1%	1.79	1.7%	96%	False	False	4,440
60	105.85	84.70	21.15	20.1%	1.49	1.4%	96%	False	False	3,552
80	105.85	84.34	21.51	20.5%	1.42	1.4%	96%	False	False	3,053
100	105.85	79.86	25.99	24.7%	1.24	1.2%	97%	False	False	2,782
120	105.85	74.47	31.38	29.9%	1.07	1.0%	97%	False	False	2,465

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	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.90
2.618	109.43
1.618	107.92
1.000	106.99
0.618	106.41
HIGH	105.48
0.618	104.90
0.500	104.73
0.382	104.55
LOW	103.97
0.618	103.04
1.000	102.46
1.618	101.53
2.618	100.02
4.250	97.55

Fisher Pivots for day following 14-Mar-2008
Pivot	1 day	3 day
R1	104.95	104.81
PP	104.84	104.55
S1	104.73	104.30

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols