NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 89.30 90.84 1.54 1.7% 88.50
High 91.15 90.84 -0.31 -0.3% 88.90
Low 89.30 90.70 1.40 1.6% 86.06
Close 91.29 90.80 -0.49 -0.5% 89.90
Range 1.85 0.14 -1.71 -92.4% 2.84
ATR 1.07 1.03 -0.03 -3.2% 0.00
Volume 61 275 214 350.8% 130
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 91.20 91.14 90.88
R3 91.06 91.00 90.84
R2 90.92 90.92 90.83
R1 90.86 90.86 90.81 90.82
PP 90.78 90.78 90.78 90.76
S1 90.72 90.72 90.79 90.68
S2 90.64 90.64 90.77
S3 90.50 90.58 90.76
S4 90.36 90.44 90.72
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.81 96.19 91.46
R3 93.97 93.35 90.68
R2 91.13 91.13 90.42
R1 90.51 90.51 90.16 90.82
PP 88.29 88.29 88.29 88.44
S1 87.67 87.67 89.64 87.98
S2 85.45 85.45 89.38
S3 82.61 84.83 89.12
S4 79.77 81.99 88.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.15 86.06 5.09 5.6% 0.41 0.4% 93% False False 80
10 91.15 86.06 5.09 5.6% 0.20 0.2% 93% False False 93
20 91.15 84.00 7.15 7.9% 0.10 0.1% 95% False False 217
40 94.33 84.00 10.33 11.4% 0.10 0.1% 66% False False 290
60 94.33 83.78 10.55 11.6% 0.09 0.1% 67% False False 347
80 94.33 78.45 15.88 17.5% 0.07 0.1% 78% False False 362
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.44
2.618 91.21
1.618 91.07
1.000 90.98
0.618 90.93
HIGH 90.84
0.618 90.79
0.500 90.77
0.382 90.75
LOW 90.70
0.618 90.61
1.000 90.56
1.618 90.47
2.618 90.33
4.250 90.11
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 90.79 90.53
PP 90.78 90.27
S1 90.77 90.00

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

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