NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 31-Mar-2008
Day Change Summary
Previous Current
28-Mar-2008 31-Mar-2008 Change Change % Previous Week
Open 103.99 102.32 -1.67 -1.6% 98.20
High 104.29 104.20 -0.09 -0.1% 104.57
Low 102.17 98.59 -3.58 -3.5% 97.44
Close 102.87 99.64 -3.23 -3.1% 102.87
Range 2.12 5.61 3.49 164.6% 7.13
ATR 2.70 2.91 0.21 7.7% 0.00
Volume 9,276 7,112 -2,164 -23.3% 39,508
Daily Pivots for day following 31-Mar-2008
Classic Woodie Camarilla DeMark
R4 117.64 114.25 102.73
R3 112.03 108.64 101.18
R2 106.42 106.42 100.67
R1 103.03 103.03 100.15 101.92
PP 100.81 100.81 100.81 100.26
S1 97.42 97.42 99.13 96.31
S2 95.20 95.20 98.61
S3 89.59 91.81 98.10
S4 83.98 86.20 96.55
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 123.02 120.07 106.79
R3 115.89 112.94 104.83
R2 108.76 108.76 104.18
R1 105.81 105.81 103.52 107.29
PP 101.63 101.63 101.63 102.36
S1 98.68 98.68 102.22 100.16
S2 94.50 94.50 101.56
S3 87.37 91.55 100.91
S4 80.24 84.42 98.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.57 97.83 6.74 6.8% 3.09 3.1% 27% False False 7,596
10 106.07 96.72 9.35 9.4% 3.70 3.7% 31% False False 7,692
20 106.07 96.72 9.35 9.4% 2.95 3.0% 31% False False 7,561
40 106.07 86.44 19.63 19.7% 2.32 2.3% 67% False False 5,747
60 106.07 84.70 21.37 21.4% 1.98 2.0% 70% False False 4,476
80 106.07 84.34 21.73 21.8% 1.82 1.8% 70% False False 3,882
100 106.07 84.34 21.73 21.8% 1.58 1.6% 70% False False 3,323
120 106.07 75.40 30.67 30.8% 1.37 1.4% 79% False False 3,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 128.04
2.618 118.89
1.618 113.28
1.000 109.81
0.618 107.67
HIGH 104.20
0.618 102.06
0.500 101.40
0.382 100.73
LOW 98.59
0.618 95.12
1.000 92.98
1.618 89.51
2.618 83.90
4.250 74.75
Fisher Pivots for day following 31-Mar-2008
Pivot 1 day 3 day
R1 101.40 101.58
PP 100.81 100.93
S1 100.23 100.29

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

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