NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 91.25 91.21 -0.04 0.0% 88.37
High 92.68 92.50 -0.18 -0.2% 91.00
Low 91.20 91.21 0.01 0.0% 86.44
Close 91.81 92.36 0.55 0.6% 90.78
Range 1.48 1.29 -0.19 -12.8% 4.56
ATR 1.82 1.78 -0.04 -2.1% 0.00
Volume 4,529 5,206 677 14.9% 8,640
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 95.89 95.42 93.07
R3 94.60 94.13 92.71
R2 93.31 93.31 92.60
R1 92.84 92.84 92.48 93.08
PP 92.02 92.02 92.02 92.14
S1 91.55 91.55 92.24 91.79
S2 90.73 90.73 92.12
S3 89.44 90.26 92.01
S4 88.15 88.97 91.65
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 103.09 101.49 93.29
R3 98.53 96.93 92.03
R2 93.97 93.97 91.62
R1 92.37 92.37 91.20 93.17
PP 89.41 89.41 89.41 89.81
S1 87.81 87.81 90.36 88.61
S2 84.85 84.85 89.94
S3 80.29 83.25 89.53
S4 75.73 78.69 88.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.87 86.68 6.19 6.7% 1.80 1.9% 92% False False 3,364
10 92.87 86.44 6.43 7.0% 1.74 1.9% 92% False False 2,651
20 92.87 84.70 8.17 8.8% 1.55 1.7% 94% False False 2,407
40 96.00 84.70 11.30 12.2% 1.23 1.3% 68% False False 2,081
60 96.00 84.34 11.66 12.6% 1.21 1.3% 69% False False 1,916
80 96.00 79.86 16.14 17.5% 1.02 1.1% 77% False False 1,848
100 96.00 74.47 21.53 23.3% 0.85 0.9% 83% False False 1,672
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.98
2.618 95.88
1.618 94.59
1.000 93.79
0.618 93.30
HIGH 92.50
0.618 92.01
0.500 91.86
0.382 91.70
LOW 91.21
0.618 90.41
1.000 89.92
1.618 89.12
2.618 87.83
4.250 85.73
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 92.19 92.08
PP 92.02 91.80
S1 91.86 91.52

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

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