NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 88.21 88.43 0.22 0.2% 87.87
High 89.39 88.56 -0.83 -0.9% 90.65
Low 87.45 86.55 -0.90 -1.0% 87.35
Close 88.93 87.30 -1.63 -1.8% 88.01
Range 1.94 2.01 0.07 3.6% 3.30
ATR 2.10 2.12 0.02 1.0% 0.00
Volume 20,976 8,502 -12,474 -59.5% 86,772
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 93.50 92.41 88.41
R3 91.49 90.40 87.85
R2 89.48 89.48 87.67
R1 88.39 88.39 87.48 87.93
PP 87.47 87.47 87.47 87.24
S1 86.38 86.38 87.12 85.92
S2 85.46 85.46 86.93
S3 83.45 84.37 86.75
S4 81.44 82.36 86.19
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 86.55 4.10 4.7% 2.10 2.4% 18% False True 15,937
10 90.65 84.50 6.15 7.0% 1.98 2.3% 46% False False 17,714
20 93.48 83.90 9.58 11.0% 2.01 2.3% 35% False False 16,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.10
2.618 93.82
1.618 91.81
1.000 90.57
0.618 89.80
HIGH 88.56
0.618 87.79
0.500 87.56
0.382 87.32
LOW 86.55
0.618 85.31
1.000 84.54
1.618 83.30
2.618 81.29
4.250 78.01
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 87.56 88.52
PP 87.47 88.11
S1 87.39 87.71

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

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