NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 95.15 96.08 0.93 1.0% 89.80
High 97.12 97.80 0.68 0.7% 94.54
Low 95.15 96.08 0.93 1.0% 89.80
Close 97.21 97.22 0.01 0.0% 93.60
Range 1.97 1.72 -0.25 -12.7% 4.74
ATR 1.50 1.51 0.02 1.1% 0.00
Volume 1,263 449 -814 -64.4% 3,799
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 102.19 101.43 98.17
R3 100.47 99.71 97.69
R2 98.75 98.75 97.54
R1 97.99 97.99 97.38 98.37
PP 97.03 97.03 97.03 97.23
S1 96.27 96.27 97.06 96.65
S2 95.31 95.31 96.90
S3 93.59 94.55 96.75
S4 91.87 92.83 96.27
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 106.87 104.97 96.21
R3 102.13 100.23 94.90
R2 97.39 97.39 94.47
R1 95.49 95.49 94.03 96.44
PP 92.65 92.65 92.65 93.12
S1 90.75 90.75 93.17 91.70
S2 87.91 87.91 92.73
S3 83.17 86.01 92.30
S4 78.43 81.27 90.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.80 93.04 4.76 4.9% 1.16 1.2% 88% True False 872
10 97.80 86.40 11.40 11.7% 1.28 1.3% 95% True False 801
20 97.80 86.22 11.58 11.9% 0.94 1.0% 95% True False 697
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 False
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.11
2.618 102.30
1.618 100.58
1.000 99.52
0.618 98.86
HIGH 97.80
0.618 97.14
0.500 96.94
0.382 96.74
LOW 96.08
0.618 95.02
1.000 94.36
1.618 93.30
2.618 91.58
4.250 88.77
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 97.13 96.74
PP 97.03 96.26
S1 96.94 95.78

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

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