NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 88.30 90.73 2.43 2.8% 88.47
High 91.00 93.37 2.37 2.6% 91.00
Low 88.30 90.37 2.07 2.3% 86.15
Close 90.97 92.61 1.64 1.8% 90.97
Range 2.70 3.00 0.30 11.1% 4.85
ATR 1.95 2.02 0.08 3.9% 0.00
Volume 1,883 6,083 4,200 223.0% 12,150
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 101.12 99.86 94.26
R3 98.12 96.86 93.44
R2 95.12 95.12 93.16
R1 93.86 93.86 92.89 94.49
PP 92.12 92.12 92.12 92.43
S1 90.86 90.86 92.34 91.49
S2 89.12 89.12 92.06
S3 86.12 87.86 91.79
S4 83.12 84.86 90.96
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 103.92 102.30 93.64
R3 99.07 97.45 92.30
R2 94.22 94.22 91.86
R1 92.60 92.60 91.41 93.41
PP 89.37 89.37 89.37 89.78
S1 87.75 87.75 90.53 88.56
S2 84.52 84.52 90.08
S3 79.67 82.90 89.64
S4 74.82 78.05 88.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.37 86.15 7.22 7.8% 2.17 2.3% 89% True False 2,470
10 93.37 86.15 7.22 7.8% 1.86 2.0% 89% True False 2,497
20 93.37 84.33 9.04 9.8% 1.83 2.0% 92% True False 3,440
40 96.35 84.33 12.02 13.0% 1.54 1.7% 69% False False 2,594
60 96.35 84.33 12.02 13.0% 1.44 1.6% 69% False False 2,096
80 96.35 80.08 16.27 17.6% 1.11 1.2% 77% False False 1,870
100 96.35 74.41 21.94 23.7% 0.91 1.0% 83% False False 1,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 106.12
2.618 101.22
1.618 98.22
1.000 96.37
0.618 95.22
HIGH 93.37
0.618 92.22
0.500 91.87
0.382 91.52
LOW 90.37
0.618 88.52
1.000 87.37
1.618 85.52
2.618 82.52
4.250 77.62
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 92.36 91.66
PP 92.12 90.71
S1 91.87 89.76

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

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