NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 96.36 98.15 1.79 1.9% 96.15
High 96.36 98.15 1.79 1.9% 96.57
Low 96.36 98.15 1.79 1.9% 95.30
Close 96.36 98.15 1.79 1.9% 95.83
Range
ATR 1.14 1.19 0.05 4.0% 0.00
Volume 316 1,758 1,442 456.3% 2,300
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.15 98.15 98.15
R3 98.15 98.15 98.15
R2 98.15 98.15 98.15
R1 98.15 98.15 98.15 98.15
PP 98.15 98.15 98.15 98.15
S1 98.15 98.15 98.15 98.15
S2 98.15 98.15 98.15
S3 98.15 98.15 98.15
S4 98.15 98.15 98.15
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.71 99.04 96.53
R3 98.44 97.77 96.18
R2 97.17 97.17 96.06
R1 96.50 96.50 95.95 96.20
PP 95.90 95.90 95.90 95.75
S1 95.23 95.23 95.71 94.93
S2 94.63 94.63 95.60
S3 93.36 93.96 95.48
S4 92.09 92.69 95.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.15 95.30 2.85 2.9% 0.33 0.3% 100% True False 720
10 98.15 90.95 7.20 7.3% 0.39 0.4% 100% True False 901
20 98.15 86.00 12.15 12.4% 0.29 0.3% 100% True False 832
40 98.15 84.44 13.71 14.0% 0.21 0.2% 100% True False 616
60 98.15 83.94 14.21 14.5% 0.43 0.4% 100% True False 608
80 98.15 82.46 15.69 16.0% 0.65 0.7% 100% True False 642
100 98.15 74.49 23.66 24.1% 0.54 0.6% 100% True False 633
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 0.05
Fibonacci Retracements and Extensions
4.250 98.15
2.618 98.15
1.618 98.15
1.000 98.15
0.618 98.15
HIGH 98.15
0.618 98.15
0.500 98.15
0.382 98.15
LOW 98.15
0.618 98.15
1.000 98.15
1.618 98.15
2.618 98.15
4.250 98.15
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 98.15 97.68
PP 98.15 97.20
S1 98.15 96.73

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

View Archives - Comment on this page... - Back to Index of Symbols