NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 96.00 95.30 -0.70 -0.7% 96.15
High 96.05 95.80 -0.25 -0.3% 96.57
Low 96.00 95.30 -0.70 -0.7% 95.30
Close 95.40 95.83 0.43 0.5% 95.83
Range 0.05 0.50 0.45 900.0% 1.27
ATR 1.24 1.19 -0.05 -4.3% 0.00
Volume 735 682 -53 -7.2% 2,300
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 97.14 96.99 96.11
R3 96.64 96.49 95.97
R2 96.14 96.14 95.92
R1 95.99 95.99 95.88 96.07
PP 95.64 95.64 95.64 95.68
S1 95.49 95.49 95.78 95.57
S2 95.14 95.14 95.74
S3 94.64 94.99 95.69
S4 94.14 94.49 95.56
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.71 99.04 96.53
R3 98.44 97.77 96.18
R2 97.17 97.17 96.06
R1 96.50 96.50 95.95 96.20
PP 95.90 95.90 95.90 95.75
S1 95.23 95.23 95.71 94.93
S2 94.63 94.63 95.60
S3 93.36 93.96 95.48
S4 92.09 92.69 95.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.57 92.74 3.83 4.0% 0.63 0.7% 81% False False 1,092
10 96.57 89.10 7.47 7.8% 0.43 0.4% 90% False False 928
20 96.57 86.00 10.57 11.0% 0.31 0.3% 93% False False 738
40 96.57 84.44 12.13 12.7% 0.21 0.2% 94% False False 572
60 96.57 83.94 12.63 13.2% 0.46 0.5% 94% False False 632
80 96.57 82.46 14.11 14.7% 0.65 0.7% 95% False False 620
100 96.57 73.20 23.37 24.4% 0.55 0.6% 97% False False 616
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 0.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.93
2.618 97.11
1.618 96.61
1.000 96.30
0.618 96.11
HIGH 95.80
0.618 95.61
0.500 95.55
0.382 95.49
LOW 95.30
0.618 94.99
1.000 94.80
1.618 94.49
2.618 93.99
4.250 93.18
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 95.74 95.94
PP 95.64 95.90
S1 95.55 95.87

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

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