NYMEX Light Sweet Crude Oil Future October 2008

Trading Metrics calculated at close of trading on 28-Feb-2008

Day Change Summary
	Previous	Current
	27-Feb-2008	28-Feb-2008	Change	Change %	Previous Week
Open	98.50	98.95	0.45	0.5%	94.70
High	99.19	100.92	1.73	1.7%	98.06
Low	98.16	98.95	0.79	0.8%	93.39
Close	98.04	100.80	2.76	2.8%	96.66
Range	1.03	1.97	0.94	91.3%	4.67
ATR	1.54	1.63	0.10	6.2%	0.00
Volume	795	1,373	578	72.7%	6,761

Daily Pivots for day following 28-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	106.13	105.44	101.88
R3	104.16	103.47	101.34
R2	102.19	102.19	101.16
R1	101.50	101.50	100.98	101.85
PP	100.22	100.22	100.22	100.40
S1	99.53	99.53	100.62	99.88
S2	98.25	98.25	100.44
S3	96.28	97.56	100.26
S4	94.31	95.59	99.72

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	100.92	95.61	5.31	5.3%	1.10	1.1%	98%	True	False	1,018
10	100.92	93.39	7.53	7.5%	1.18	1.2%	98%	True	False	1,173
20	100.92	86.34	14.58	14.5%	1.30	1.3%	99%	True	False	1,010
40	100.92	84.60	16.32	16.2%	0.93	0.9%	99%	True	False	920

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	0.13
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	109.29
2.618	106.08
1.618	104.11
1.000	102.89
0.618	102.14
HIGH	100.92
0.618	100.17
0.500	99.94
0.382	99.70
LOW	98.95
0.618	97.73
1.000	96.98
1.618	95.76
2.618	93.79
4.250	90.58

Fisher Pivots for day following 28-Feb-2008
Pivot	1 day	3 day
R1	100.51	100.38
PP	100.22	99.96
S1	99.94	99.54

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