NYMEX Light Sweet Crude Oil Future October 2008

Trading Metrics calculated at close of trading on 11-Feb-2008

Day Change Summary
	Previous	Current
	08-Feb-2008	11-Feb-2008	Change	Change %	Previous Week
Open	88.10	90.21	2.11	2.4%	88.68
High	90.61	92.90	2.29	2.5%	90.61
Low	88.10	90.06	1.96	2.2%	86.34
Close	90.60	92.13	1.53	1.7%	90.60
Range	2.51	2.84	0.33	13.1%	4.27
ATR	1.57	1.66	0.09	5.8%	0.00
Volume	1,006	494	-512	-50.9%	2,676

Daily Pivots for day following 11-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	100.22	99.01	93.69
R3	97.38	96.17	92.91
R2	94.54	94.54	92.65
R1	93.33	93.33	92.39	93.94
PP	91.70	91.70	91.70	92.00
S1	90.49	90.49	91.87	91.10
S2	88.86	88.86	91.61
S3	86.02	87.65	91.35
S4	83.18	84.81	90.57

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	101.99	100.57	92.95
R3	97.72	96.30	91.77
R2	93.45	93.45	91.38
R1	92.03	92.03	90.99	92.74
PP	89.18	89.18	89.18	89.54
S1	87.76	87.76	90.21	88.47
S2	84.91	84.91	89.82
S3	80.64	83.49	89.43
S4	76.37	79.22	88.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.90	86.34	6.56	7.1%	1.82	2.0%	88%	True	False	508
10	92.90	86.34	6.56	7.1%	1.46	1.6%	88%	True	False	509
20	92.90	84.60	8.30	9.0%	1.09	1.2%	91%	True	False	875

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	0.14
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	104.97
2.618	100.34
1.618	97.50
1.000	95.74
0.618	94.66
HIGH	92.90
0.618	91.82
0.500	91.48
0.382	91.14
LOW	90.06
0.618	88.30
1.000	87.22
1.618	85.46
2.618	82.62
4.250	77.99

Fisher Pivots for day following 11-Feb-2008
Pivot	1 day	3 day
R1	91.91	91.31
PP	91.70	90.49
S1	91.48	89.67

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