NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 89.20 89.60 0.40 0.4% 87.87
High 90.65 90.48 -0.17 -0.2% 90.65
Low 88.15 87.49 -0.66 -0.7% 87.35
Close 90.17 88.01 -2.16 -2.4% 88.01
Range 2.50 2.99 0.49 19.6% 3.30
ATR 2.04 2.11 0.07 3.3% 0.00
Volume 17,381 17,889 508 2.9% 86,772
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 97.63 95.81 89.65
R3 94.64 92.82 88.83
R2 91.65 91.65 88.56
R1 89.83 89.83 88.28 89.25
PP 88.66 88.66 88.66 88.37
S1 86.84 86.84 87.74 86.26
S2 85.67 85.67 87.46
S3 82.68 83.85 87.19
S4 79.69 80.86 86.37
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.57 96.59 89.83
R3 95.27 93.29 88.92
R2 91.97 91.97 88.62
R1 89.99 89.99 88.31 90.98
PP 88.67 88.67 88.67 89.17
S1 86.69 86.69 87.71 87.68
S2 85.37 85.37 87.41
S3 82.07 83.39 87.10
S4 78.77 80.09 86.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.65 87.35 3.30 3.7% 1.99 2.3% 20% False False 17,354
10 90.65 83.90 6.75 7.7% 2.11 2.4% 61% False False 17,495
20 94.74 83.90 10.84 12.3% 2.05 2.3% 38% False False 16,301
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 0.47
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.19
2.618 98.31
1.618 95.32
1.000 93.47
0.618 92.33
HIGH 90.48
0.618 89.34
0.500 88.99
0.382 88.63
LOW 87.49
0.618 85.64
1.000 84.50
1.618 82.65
2.618 79.66
4.250 74.78
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 88.99 89.07
PP 88.66 88.72
S1 88.34 88.36

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

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