NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 96.70 96.27 -0.43 -0.4% 93.92
High 97.50 96.83 -0.67 -0.7% 97.80
Low 96.45 95.37 -1.08 -1.1% 93.75
Close 95.93 96.39 0.46 0.5% 96.39
Range 1.05 1.46 0.41 39.0% 4.05
ATR 1.48 1.48 0.00 -0.1% 0.00
Volume 420 1,126 706 168.1% 4,334
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 100.58 99.94 97.19
R3 99.12 98.48 96.79
R2 97.66 97.66 96.66
R1 97.02 97.02 96.52 97.34
PP 96.20 96.20 96.20 96.36
S1 95.56 95.56 96.26 95.88
S2 94.74 94.74 96.12
S3 93.28 94.10 95.99
S4 91.82 92.64 95.59
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 108.13 106.31 98.62
R3 104.08 102.26 97.50
R2 100.03 100.03 97.13
R1 98.21 98.21 96.76 99.12
PP 95.98 95.98 95.98 96.44
S1 94.16 94.16 96.02 95.07
S2 91.93 91.93 95.65
S3 87.88 90.11 95.28
S4 83.83 86.06 94.16
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% 1.40 1.5% 65% False False 866
10 97.80 89.80 8.00 8.3% 1.20 1.2% 82% False False 813
20 97.80 86.22 11.58 12.0% 1.07 1.1% 88% False False 725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 103.04
2.618 100.65
1.618 99.19
1.000 98.29
0.618 97.73
HIGH 96.83
0.618 96.27
0.500 96.10
0.382 95.93
LOW 95.37
0.618 94.47
1.000 93.91
1.618 93.01
2.618 91.55
4.250 89.17
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 96.29 96.59
PP 96.20 96.52
S1 96.10 96.46

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

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