NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
18-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 93.75 93.75 0.00 0.0% 90.50
High 94.00 97.01 3.01 3.2% 94.41
Low 93.63 93.63 0.00 0.0% 89.35
Close 93.70 96.92 3.22 3.4% 93.39
Range 0.37 3.38 3.01 813.5% 5.06
ATR 1.99 2.09 0.10 5.0% 0.00
Volume 17,926 18,790 864 4.8% 84,401
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 105.99 104.84 98.78
R3 102.61 101.46 97.85
R2 99.23 99.23 97.54
R1 98.08 98.08 97.23 98.66
PP 95.85 95.85 95.85 96.14
S1 94.70 94.70 96.61 95.28
S2 92.47 92.47 96.30
S3 89.09 91.32 95.99
S4 85.71 87.94 95.06
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 107.56 105.54 96.17
R3 102.50 100.48 94.78
R2 97.44 97.44 94.32
R1 95.42 95.42 93.85 96.43
PP 92.38 92.38 92.38 92.89
S1 90.36 90.36 92.93 91.37
S2 87.32 87.32 92.46
S3 82.26 85.30 92.00
S4 77.20 80.24 90.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.01 90.69 6.32 6.5% 1.69 1.7% 99% True False 16,102
10 97.01 85.60 11.41 11.8% 2.01 2.1% 99% True False 18,052
20 97.01 84.50 12.51 12.9% 1.99 2.1% 99% True False 17,883
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 0.42
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 111.38
2.618 105.86
1.618 102.48
1.000 100.39
0.618 99.10
HIGH 97.01
0.618 95.72
0.500 95.32
0.382 94.92
LOW 93.63
0.618 91.54
1.000 90.25
1.618 88.16
2.618 84.78
4.250 79.27
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 96.39 96.25
PP 95.85 95.58
S1 95.32 94.91

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

View Archives - Comment on this page... - Back to Index of Symbols