NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 99.36 102.31 2.95 3.0% 98.20
High 102.90 103.08 0.18 0.2% 104.57
Low 98.00 101.00 3.00 3.1% 97.44
Close 102.68 101.42 -1.26 -1.2% 102.87
Range 4.90 2.08 -2.82 -57.6% 7.13
ATR 3.15 3.07 -0.08 -2.4% 0.00
Volume 7,752 9,794 2,042 26.3% 39,508
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 108.07 106.83 102.56
R3 105.99 104.75 101.99
R2 103.91 103.91 101.80
R1 102.67 102.67 101.61 102.25
PP 101.83 101.83 101.83 101.63
S1 100.59 100.59 101.23 100.17
S2 99.75 99.75 101.04
S3 97.67 98.51 100.85
S4 95.59 96.43 100.28
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
5 104.29 97.93 6.36 6.3% 3.82 3.8% 55% False False 8,837
10 104.57 96.72 7.85 7.7% 3.21 3.2% 60% False False 8,369
20 106.07 96.72 9.35 9.2% 3.10 3.1% 50% False False 8,229
40 106.07 86.68 19.39 19.1% 2.51 2.5% 76% False False 6,321
60 106.07 84.70 21.37 21.1% 2.12 2.1% 78% False False 4,857
80 106.07 84.70 21.37 21.1% 1.84 1.8% 78% False False 4,164
100 106.07 84.34 21.73 21.4% 1.67 1.6% 79% False False 3,556
120 106.07 77.50 28.57 28.2% 1.45 1.4% 84% False False 3,266
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.59
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.92
2.618 108.53
1.618 106.45
1.000 105.16
0.618 104.37
HIGH 103.08
0.618 102.29
0.500 102.04
0.382 101.79
LOW 101.00
0.618 99.71
1.000 98.92
1.618 97.63
2.618 95.55
4.250 92.16
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 102.04 101.12
PP 101.83 100.81
S1 101.63 100.51

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

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