NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 96.08 96.70 0.62 0.6% 89.80
High 97.80 97.50 -0.30 -0.3% 94.54
Low 96.08 96.45 0.37 0.4% 89.80
Close 97.22 95.93 -1.29 -1.3% 93.60
Range 1.72 1.05 -0.67 -39.0% 4.74
ATR 1.51 1.48 -0.03 -2.2% 0.00
Volume 449 420 -29 -6.5% 3,799
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.78 98.90 96.51
R3 98.73 97.85 96.22
R2 97.68 97.68 96.12
R1 96.80 96.80 96.03 96.72
PP 96.63 96.63 96.63 96.58
S1 95.75 95.75 95.83 95.67
S2 95.58 95.58 95.74
S3 94.53 94.70 95.64
S4 93.48 93.65 95.35
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 97.80 93.75 4.05 4.2% 1.26 1.3% 54% False False 856
10 97.80 88.19 9.61 10.0% 1.29 1.3% 81% False False 812
20 97.80 86.22 11.58 12.1% 0.99 1.0% 84% False False 693
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.96
2.618 100.25
1.618 99.20
1.000 98.55
0.618 98.15
HIGH 97.50
0.618 97.10
0.500 96.98
0.382 96.85
LOW 96.45
0.618 95.80
1.000 95.40
1.618 94.75
2.618 93.70
4.250 91.99
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 96.98 96.48
PP 96.63 96.29
S1 96.28 96.11

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

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