NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
15-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 93.18 96.15 2.97 3.2% 91.27
High 93.92 96.50 2.58 2.7% 93.92
Low 92.74 96.15 3.41 3.7% 90.95
Close 93.17 96.61 3.44 3.7% 93.17
Range 1.18 0.35 -0.83 -70.3% 2.97
ATR 1.15 1.30 0.16 13.6% 0.00
Volume 3,161 770 -2,391 -75.6% 4,823
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 97.47 97.39 96.80
R3 97.12 97.04 96.71
R2 96.77 96.77 96.67
R1 96.69 96.69 96.64 96.73
PP 96.42 96.42 96.42 96.44
S1 96.34 96.34 96.58 96.38
S2 96.07 96.07 96.55
S3 95.72 95.99 96.51
S4 95.37 95.64 96.42
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 101.59 100.35 94.80
R3 98.62 97.38 93.99
R2 95.65 95.65 93.71
R1 94.41 94.41 93.44 95.03
PP 92.68 92.68 92.68 92.99
S1 91.44 91.44 92.90 92.06
S2 89.71 89.71 92.63
S3 86.74 88.47 92.35
S4 83.77 85.50 91.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.50 90.95 5.55 5.7% 0.45 0.5% 102% True False 1,083
10 96.50 86.00 10.50 10.9% 0.39 0.4% 101% True False 1,154
20 96.50 84.44 12.06 12.5% 0.26 0.3% 101% True False 762
40 96.50 84.44 12.06 12.5% 0.17 0.2% 101% True False 569
60 96.50 83.94 12.56 13.0% 0.46 0.5% 101% True False 641
80 96.50 80.25 16.25 16.8% 0.64 0.7% 101% True False 634
100 96.50 73.20 23.30 24.1% 0.54 0.6% 100% True False 608
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.99
2.618 97.42
1.618 97.07
1.000 96.85
0.618 96.72
HIGH 96.50
0.618 96.37
0.500 96.33
0.382 96.28
LOW 96.15
0.618 95.93
1.000 95.80
1.618 95.58
2.618 95.23
4.250 94.66
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 96.52 95.95
PP 96.42 95.28
S1 96.33 94.62

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

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