NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 98.53 98.50 -0.03 0.0% 94.70
High 99.01 99.19 0.18 0.2% 98.06
Low 98.50 98.16 -0.34 -0.3% 93.39
Close 98.98 98.04 -0.94 -0.9% 96.66
Range 0.51 1.03 0.52 102.0% 4.67
ATR 1.58 1.54 -0.04 -2.5% 0.00
Volume 1,055 795 -260 -24.6% 6,761
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 101.55 100.83 98.61
R3 100.52 99.80 98.32
R2 99.49 99.49 98.23
R1 98.77 98.77 98.13 98.62
PP 98.46 98.46 98.46 98.39
S1 97.74 97.74 97.95 97.59
S2 97.43 97.43 97.85
S3 96.40 96.71 97.76
S4 95.37 95.68 97.47
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 110.05 108.02 99.23
R3 105.38 103.35 97.94
R2 100.71 100.71 97.52
R1 98.68 98.68 97.09 99.70
PP 96.04 96.04 96.04 96.54
S1 94.01 94.01 96.23 95.03
S2 91.37 91.37 95.80
S3 86.70 89.34 95.38
S4 82.03 84.67 94.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.19 95.61 3.58 3.7% 0.97 1.0% 68% True False 909
10 99.19 93.10 6.09 6.2% 1.09 1.1% 81% True False 1,111
20 99.19 86.34 12.85 13.1% 1.27 1.3% 91% True False 953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.57
2.618 101.89
1.618 100.86
1.000 100.22
0.618 99.83
HIGH 99.19
0.618 98.80
0.500 98.68
0.382 98.55
LOW 98.16
0.618 97.52
1.000 97.13
1.618 96.49
2.618 95.46
4.250 93.78
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 98.68 97.96
PP 98.46 97.87
S1 98.25 97.79

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

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