NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 96.55 97.35 0.80 0.8% 90.50
High 97.91 97.51 -0.40 -0.4% 94.41
Low 95.49 94.78 -0.71 -0.7% 89.35
Close 96.94 95.67 -1.27 -1.3% 93.39
Range 2.42 2.73 0.31 12.8% 5.06
ATR 2.12 2.16 0.04 2.1% 0.00
Volume 18,387 18,242 -145 -0.8% 84,401
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 104.18 102.65 97.17
R3 101.45 99.92 96.42
R2 98.72 98.72 96.17
R1 97.19 97.19 95.92 96.59
PP 95.99 95.99 95.99 95.69
S1 94.46 94.46 95.42 93.86
S2 93.26 93.26 95.17
S3 90.53 91.73 94.92
S4 87.80 89.00 94.17
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 97.91 92.81 5.10 5.3% 2.10 2.2% 56% False False 18,254
10 97.91 87.50 10.41 10.9% 2.15 2.2% 78% False False 17,506
20 97.91 85.60 12.31 12.9% 2.05 2.1% 82% False False 17,710
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.11
2.618 104.66
1.618 101.93
1.000 100.24
0.618 99.20
HIGH 97.51
0.618 96.47
0.500 96.15
0.382 95.82
LOW 94.78
0.618 93.09
1.000 92.05
1.618 90.36
2.618 87.63
4.250 83.18
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 96.15 95.77
PP 95.99 95.74
S1 95.83 95.70

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

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