NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 20-Feb-2008

Day Change Summary
	Previous	Current
	19-Feb-2008	20-Feb-2008	Change	Change %	Previous Week
Open	93.75	96.55	2.80	3.0%	90.50
High	97.01	97.91	0.90	0.9%	94.41
Low	93.63	95.49	1.86	2.0%	89.35
Close	96.92	96.94	0.02	0.0%	93.39
Range	3.38	2.42	-0.96	-28.4%	5.06
ATR	2.09	2.12	0.02	1.1%	0.00
Volume	18,790	18,387	-403	-2.1%	84,401

Daily Pivots for day following 20-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	104.04	102.91	98.27
R3	101.62	100.49	97.61
R2	99.20	99.20	97.38
R1	98.07	98.07	97.16	98.64
PP	96.78	96.78	96.78	97.06
S1	95.65	95.65	96.72	96.22
S2	94.36	94.36	96.50
S3	91.94	93.23	96.27
S4	89.52	90.81	95.61

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	97.91	92.25	5.66	5.8%	1.87	1.9%	83%	True	False	17,116
10	97.91	85.60	12.31	12.7%	2.07	2.1%	92%	True	False	17,963
20	97.91	84.75	13.16	13.6%	2.02	2.1%	93%	True	False	17,559

Crabel Price Patterns
NR	True
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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.20
2.618	104.25
1.618	101.83
1.000	100.33
0.618	99.41
HIGH	97.91
0.618	96.99
0.500	96.70
0.382	96.41
LOW	95.49
0.618	93.99
1.000	93.07
1.618	91.57
2.618	89.15
4.250	85.21

Fisher Pivots for day following 20-Feb-2008
Pivot	1 day	3 day
R1	96.86	96.55
PP	96.78	96.16
S1	96.70	95.77

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