NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
18-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 93.92 95.15 1.23 1.3% 89.80
High 94.54 97.12 2.58 2.7% 94.54
Low 93.75 95.15 1.40 1.5% 89.80
Close 93.60 97.21 3.61 3.9% 93.60
Range 0.79 1.97 1.18 149.4% 4.74
ATR 1.34 1.50 0.16 11.6% 0.00
Volume 1,076 1,263 187 17.4% 3,799
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 102.40 101.78 98.29
R3 100.43 99.81 97.75
R2 98.46 98.46 97.57
R1 97.84 97.84 97.39 98.15
PP 96.49 96.49 96.49 96.65
S1 95.87 95.87 97.03 96.18
S2 94.52 94.52 96.85
S3 92.55 93.90 96.67
S4 90.58 91.93 96.13
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 106.87 104.97 96.21
R3 102.13 100.23 94.90
R2 97.39 97.39 94.47
R1 95.49 95.49 94.03 96.44
PP 92.65 92.65 92.65 93.12
S1 90.75 90.75 93.17 91.70
S2 87.91 87.91 92.73
S3 83.17 86.01 92.30
S4 78.43 81.27 90.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.12 91.29 5.83 6.0% 0.82 0.8% 102% True False 993
10 97.12 86.22 10.90 11.2% 1.24 1.3% 101% True False 873
20 97.12 85.48 11.64 12.0% 0.88 0.9% 101% True False 699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.49
2.618 102.28
1.618 100.31
1.000 99.09
0.618 98.34
HIGH 97.12
0.618 96.37
0.500 96.14
0.382 95.90
LOW 95.15
0.618 93.93
1.000 93.18
1.618 91.96
2.618 89.99
4.250 86.78
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 96.85 96.62
PP 96.49 96.03
S1 96.14 95.44

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

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