NYMEX Light Sweet Crude Oil Future July 2008


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 98.16 98.39 0.23 0.2% 94.21
High 98.31 100.00 1.69 1.7% 99.33
Low 96.90 97.46 0.56 0.6% 94.15
Close 98.08 99.83 1.75 1.8% 97.53
Range 1.41 2.54 1.13 80.1% 5.18
ATR 2.15 2.18 0.03 1.3% 0.00
Volume 9,048 11,039 1,991 22.0% 35,916
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 106.72 105.81 101.23
R3 104.18 103.27 100.53
R2 101.64 101.64 100.30
R1 100.73 100.73 100.06 101.19
PP 99.10 99.10 99.10 99.32
S1 98.19 98.19 99.60 98.65
S2 96.56 96.56 99.36
S3 94.02 95.65 99.13
S4 91.48 93.11 98.43
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.54 110.22 100.38
R3 107.36 105.04 98.95
R2 102.18 102.18 98.48
R1 99.86 99.86 98.00 101.02
PP 97.00 97.00 97.00 97.59
S1 94.68 94.68 97.06 95.84
S2 91.82 91.82 96.58
S3 86.64 89.50 96.11
S4 81.46 84.32 94.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.00 96.06 3.94 3.9% 2.14 2.1% 96% True False 9,654
10 100.00 91.62 8.38 8.4% 2.12 2.1% 98% True False 8,262
20 100.00 86.28 13.72 13.7% 2.11 2.1% 99% True False 6,794
40 100.00 85.17 14.83 14.9% 1.94 1.9% 99% True False 6,405
60 100.00 85.12 14.88 14.9% 2.06 2.1% 99% True False 5,116
80 100.00 85.12 14.88 14.9% 1.81 1.8% 99% True False 4,184
100 100.00 75.05 24.95 25.0% 1.54 1.5% 99% True False 3,596
120 100.00 70.45 29.55 29.6% 1.32 1.3% 99% True False 3,169
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.80
2.618 106.65
1.618 104.11
1.000 102.54
0.618 101.57
HIGH 100.00
0.618 99.03
0.500 98.73
0.382 98.43
LOW 97.46
0.618 95.89
1.000 94.92
1.618 93.35
2.618 90.81
4.250 86.67
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 99.46 99.27
PP 99.10 98.70
S1 98.73 98.14

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

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