NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 98.39 100.02 1.63 1.7% 94.21
High 100.00 100.82 0.82 0.8% 99.33
Low 97.46 98.66 1.20 1.2% 94.15
Close 99.83 98.76 -1.07 -1.1% 97.53
Range 2.54 2.16 -0.38 -15.0% 5.18
ATR 2.18 2.18 0.00 -0.1% 0.00
Volume 11,039 9,725 -1,314 -11.9% 35,916
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 105.89 104.49 99.95
R3 103.73 102.33 99.35
R2 101.57 101.57 99.16
R1 100.17 100.17 98.96 99.79
PP 99.41 99.41 99.41 99.23
S1 98.01 98.01 98.56 97.63
S2 97.25 97.25 98.36
S3 95.09 95.85 98.17
S4 92.93 93.69 97.57
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
5 100.82 96.06 4.76 4.8% 2.10 2.1% 57% True False 10,205
10 100.82 91.62 9.20 9.3% 2.22 2.2% 78% True False 8,229
20 100.82 86.28 14.54 14.7% 2.16 2.2% 86% True False 6,980
40 100.82 85.17 15.65 15.8% 1.96 2.0% 87% True False 6,422
60 100.82 85.12 15.70 15.9% 2.08 2.1% 87% True False 5,235
80 100.82 85.12 15.70 15.9% 1.81 1.8% 87% True False 4,281
100 100.82 75.05 25.77 26.1% 1.57 1.6% 92% True False 3,690
120 100.82 71.38 29.44 29.8% 1.34 1.4% 93% True False 3,241
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 True
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.00
2.618 106.47
1.618 104.31
1.000 102.98
0.618 102.15
HIGH 100.82
0.618 99.99
0.500 99.74
0.382 99.49
LOW 98.66
0.618 97.33
1.000 96.50
1.618 95.17
2.618 93.01
4.250 89.48
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 99.74 98.86
PP 99.41 98.83
S1 99.09 98.79

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

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