NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 97.71 100.23 2.52 2.6% 96.30
High 100.61 100.54 -0.07 -0.1% 100.61
Low 97.11 99.17 2.06 2.1% 95.55
Close 100.36 99.49 -0.87 -0.9% 99.49
Range 3.50 1.37 -2.13 -60.9% 5.06
ATR 2.22 2.16 -0.06 -2.7% 0.00
Volume 20,148 23,347 3,199 15.9% 90,837
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 103.84 103.04 100.24
R3 102.47 101.67 99.87
R2 101.10 101.10 99.74
R1 100.30 100.30 99.62 100.02
PP 99.73 99.73 99.73 99.59
S1 98.93 98.93 99.36 98.65
S2 98.36 98.36 99.24
S3 96.99 97.56 99.11
S4 95.62 96.19 98.74
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 113.73 111.67 102.27
R3 108.67 106.61 100.88
R2 103.61 103.61 100.42
R1 101.55 101.55 99.95 102.58
PP 98.55 98.55 98.55 99.07
S1 96.49 96.49 99.03 97.52
S2 93.49 93.49 98.56
S3 88.43 91.43 98.10
S4 83.37 86.37 96.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.61 95.55 5.06 5.1% 2.22 2.2% 78% False False 18,167
10 100.61 93.63 6.98 7.0% 2.17 2.2% 84% False False 18,649
20 100.61 85.60 15.01 15.1% 2.10 2.1% 93% False False 17,989
40 100.61 83.90 16.71 16.8% 2.07 2.1% 93% False False 17,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 106.36
2.618 104.13
1.618 102.76
1.000 101.91
0.618 101.39
HIGH 100.54
0.618 100.02
0.500 99.86
0.382 99.69
LOW 99.17
0.618 98.32
1.000 97.80
1.618 96.95
2.618 95.58
4.250 93.35
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 99.86 99.28
PP 99.73 99.07
S1 99.61 98.86

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

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