NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 14-Feb-2008
Day Change Summary
Previous Current
13-Feb-2008 14-Feb-2008 Change Change % Previous Week
Open 91.30 92.25 0.95 1.0% 88.21
High 92.20 93.85 1.65 1.8% 90.45
Low 90.69 92.25 1.56 1.7% 85.60
Close 91.78 93.82 2.04 2.2% 90.26
Range 1.51 1.60 0.09 6.0% 4.85
ATR 2.14 2.14 -0.01 -0.2% 0.00
Volume 13,317 12,552 -765 -5.7% 88,883
Daily Pivots for day following 14-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.11 97.56 94.70
R3 96.51 95.96 94.26
R2 94.91 94.91 94.11
R1 94.36 94.36 93.97 94.64
PP 93.31 93.31 93.31 93.44
S1 92.76 92.76 93.67 93.04
S2 91.71 91.71 93.53
S3 90.11 91.16 93.38
S4 88.51 89.56 92.94
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 103.32 101.64 92.93
R3 98.47 96.79 91.59
R2 93.62 93.62 91.15
R1 91.94 91.94 90.70 92.78
PP 88.77 88.77 88.77 89.19
S1 87.09 87.09 89.82 87.93
S2 83.92 83.92 89.37
S3 79.07 82.24 88.93
S4 74.22 77.39 87.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.85 87.50 6.35 6.8% 2.20 2.3% 100% True False 16,759
10 93.85 85.60 8.25 8.8% 2.16 2.3% 100% True False 17,324
20 93.85 83.90 9.95 10.6% 2.10 2.2% 100% True False 17,472
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.65
2.618 98.04
1.618 96.44
1.000 95.45
0.618 94.84
HIGH 93.85
0.618 93.24
0.500 93.05
0.382 92.86
LOW 92.25
0.618 91.26
1.000 90.65
1.618 89.66
2.618 88.06
4.250 85.45
Fisher Pivots for day following 14-Feb-2008
Pivot 1 day 3 day
R1 93.56 93.25
PP 93.31 92.69
S1 93.05 92.12

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

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