NYMEX Light Sweet Crude Oil Future December 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 97.35 94.90 -2.45 -2.5% 93.75
High 97.51 96.61 -0.90 -0.9% 97.91
Low 94.78 94.90 0.12 0.1% 93.63
Close 95.67 96.12 0.45 0.5% 96.12
Range 2.73 1.71 -1.02 -37.4% 4.28
ATR 2.16 2.13 -0.03 -1.5% 0.00
Volume 18,242 22,314 4,072 22.3% 95,659
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 101.01 100.27 97.06
R3 99.30 98.56 96.59
R2 97.59 97.59 96.43
R1 96.85 96.85 96.28 97.22
PP 95.88 95.88 95.88 96.06
S1 95.14 95.14 95.96 95.51
S2 94.17 94.17 95.81
S3 92.46 93.43 95.65
S4 90.75 91.72 95.18
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 108.73 106.70 98.47
R3 104.45 102.42 97.30
R2 100.17 100.17 96.90
R1 98.14 98.14 96.51 99.16
PP 95.89 95.89 95.89 96.39
S1 93.86 93.86 95.73 94.88
S2 91.61 91.61 95.34
S3 87.33 89.58 94.94
S4 83.05 85.30 93.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.91 93.63 4.28 4.5% 2.12 2.2% 58% False False 19,131
10 97.91 89.35 8.56 8.9% 2.02 2.1% 79% False False 18,006
20 97.91 85.60 12.31 12.8% 2.04 2.1% 85% False False 17,785
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.88
2.618 101.09
1.618 99.38
1.000 98.32
0.618 97.67
HIGH 96.61
0.618 95.96
0.500 95.76
0.382 95.55
LOW 94.90
0.618 93.84
1.000 93.19
1.618 92.13
2.618 90.42
4.250 87.63
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 96.00 96.35
PP 95.88 96.27
S1 95.76 96.20

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

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