NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 92.25 93.16 0.91 1.0% 90.50
High 93.85 94.41 0.56 0.6% 94.41
Low 92.25 92.81 0.56 0.6% 89.35
Close 93.82 93.39 -0.43 -0.5% 93.39
Range 1.60 1.60 0.00 0.0% 5.06
ATR 2.14 2.10 -0.04 -1.8% 0.00
Volume 12,552 17,926 5,374 42.8% 84,401
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.34 97.46 94.27
R3 96.74 95.86 93.83
R2 95.14 95.14 93.68
R1 94.26 94.26 93.54 94.70
PP 93.54 93.54 93.54 93.76
S1 92.66 92.66 93.24 93.10
S2 91.94 91.94 93.10
S3 90.34 91.06 92.95
S4 88.74 89.46 92.51
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 107.56 105.54 96.17
R3 102.50 100.48 94.78
R2 97.44 97.44 94.32
R1 95.42 95.42 93.85 96.43
PP 92.38 92.38 92.38 92.89
S1 90.36 90.36 92.93 91.37
S2 87.32 87.32 92.46
S3 82.26 85.30 92.00
S4 77.20 80.24 90.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.41 89.35 5.06 5.4% 1.93 2.1% 80% True False 16,880
10 94.41 85.60 8.81 9.4% 2.03 2.2% 88% True False 17,328
20 94.41 83.90 10.51 11.3% 2.07 2.2% 90% True False 17,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.49
Fibonacci Retracements and Extensions
4.250 101.21
2.618 98.60
1.618 97.00
1.000 96.01
0.618 95.40
HIGH 94.41
0.618 93.80
0.500 93.61
0.382 93.42
LOW 92.81
0.618 91.82
1.000 91.21
1.618 90.22
2.618 88.62
4.250 86.01
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 93.61 93.11
PP 93.54 92.83
S1 93.46 92.55

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

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