NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 91.73 91.40 -0.33 -0.4% 88.68
High 91.90 91.70 -0.20 -0.2% 90.61
Low 91.13 91.35 0.22 0.2% 86.34
Close 91.60 92.16 0.56 0.6% 90.60
Range 0.77 0.35 -0.42 -54.5% 4.27
ATR 1.61 1.52 -0.09 -5.6% 0.00
Volume 2,763 1,344 -1,419 -51.4% 2,676
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 92.79 92.82 92.35
R3 92.44 92.47 92.26
R2 92.09 92.09 92.22
R1 92.12 92.12 92.19 92.11
PP 91.74 91.74 91.74 91.73
S1 91.77 91.77 92.13 91.76
S2 91.39 91.39 92.10
S3 91.04 91.42 92.06
S4 90.69 91.07 91.97
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 86.44 6.46 7.0% 1.51 1.6% 89% False False 1,206
10 92.90 86.34 6.56 7.1% 1.45 1.6% 89% False False 796
20 92.90 84.60 8.30 9.0% 1.09 1.2% 91% False False 1,056
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 93.19
2.618 92.62
1.618 92.27
1.000 92.05
0.618 91.92
HIGH 91.70
0.618 91.57
0.500 91.53
0.382 91.48
LOW 91.35
0.618 91.13
1.000 91.00
1.618 90.78
2.618 90.43
4.250 89.86
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 91.95 91.93
PP 91.74 91.71
S1 91.53 91.48

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

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