NYMEX Light Sweet Crude Oil Future November 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 90.21 89.80 -0.41 -0.5% 88.94
High 90.47 92.67 2.20 2.4% 90.47
Low 88.19 89.80 1.61 1.8% 86.22
Close 90.43 91.93 1.50 1.7% 90.43
Range 2.28 2.87 0.59 25.9% 4.25
ATR 1.44 1.54 0.10 7.1% 0.00
Volume 1,114 616 -498 -44.7% 3,589
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 100.08 98.87 93.51
R3 97.21 96.00 92.72
R2 94.34 94.34 92.46
R1 93.13 93.13 92.19 93.74
PP 91.47 91.47 91.47 91.77
S1 90.26 90.26 91.67 90.87
S2 88.60 88.60 91.40
S3 85.73 87.39 91.14
S4 82.86 84.52 90.35
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 101.79 100.36 92.77
R3 97.54 96.11 91.60
R2 93.29 93.29 91.21
R1 91.86 91.86 90.82 92.58
PP 89.04 89.04 89.04 89.40
S1 87.61 87.61 90.04 88.33
S2 84.79 84.79 89.65
S3 80.54 83.36 89.26
S4 76.29 79.11 88.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.67 86.22 6.45 7.0% 1.52 1.7% 89% True False 724
10 92.67 86.22 6.45 7.0% 1.05 1.1% 89% True False 615
20 92.67 85.48 7.19 7.8% 0.88 1.0% 90% True False 506
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
4.250 104.87
2.618 100.18
1.618 97.31
1.000 95.54
0.618 94.44
HIGH 92.67
0.618 91.57
0.500 91.24
0.382 90.90
LOW 89.80
0.618 88.03
1.000 86.93
1.618 85.16
2.618 82.29
4.250 77.60
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 91.70 91.13
PP 91.47 90.33
S1 91.24 89.54

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

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