NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 100.60 100.70 0.10 0.1% 96.20
High 100.60 100.70 0.10 0.1% 100.70
Low 100.60 99.50 -1.10 -1.1% 96.14
Close 100.58 99.70 -0.88 -0.9% 99.70
Range 0.00 1.20 1.20 4.56
ATR 1.47 1.45 -0.02 -1.3% 0.00
Volume 1,044 890 -154 -14.8% 3,923
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 103.57 102.83 100.36
R3 102.37 101.63 100.03
R2 101.17 101.17 99.92
R1 100.43 100.43 99.81 100.20
PP 99.97 99.97 99.97 99.85
S1 99.23 99.23 99.59 99.00
S2 98.77 98.77 99.48
S3 97.57 98.03 99.37
S4 96.37 96.83 99.04
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.53 110.67 102.21
R3 107.97 106.11 100.95
R2 103.41 103.41 100.54
R1 101.55 101.55 100.12 102.48
PP 98.85 98.85 98.85 99.31
S1 96.99 96.99 99.28 97.92
S2 94.29 94.29 98.86
S3 89.73 92.43 98.45
S4 85.17 87.87 97.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.70 96.14 4.56 4.6% 0.58 0.6% 78% True False 784
10 100.70 93.75 6.95 7.0% 0.99 1.0% 86% True False 825
20 100.70 86.22 14.48 14.5% 1.03 1.0% 93% True False 782
40 100.70 85.48 15.22 15.3% 0.86 0.9% 93% True False 638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.80
2.618 103.84
1.618 102.64
1.000 101.90
0.618 101.44
HIGH 100.70
0.618 100.24
0.500 100.10
0.382 99.96
LOW 99.50
0.618 98.76
1.000 98.30
1.618 97.56
2.618 96.36
4.250 94.40
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 100.10 99.65
PP 99.97 99.60
S1 99.83 99.55

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

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