NYMEX Light Sweet Crude Oil Future July 2008


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 94.45 94.21 -0.24 -0.3% 91.47
High 95.54 98.61 3.07 3.2% 95.54
Low 93.88 94.15 0.27 0.3% 90.49
Close 94.54 98.50 3.96 4.2% 94.54
Range 1.66 4.46 2.80 168.7% 5.05
ATR 2.03 2.20 0.17 8.5% 0.00
Volume 5,231 7,733 2,502 47.8% 36,627
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 110.47 108.94 100.95
R3 106.01 104.48 99.73
R2 101.55 101.55 99.32
R1 100.02 100.02 98.91 100.79
PP 97.09 97.09 97.09 97.47
S1 95.56 95.56 98.09 96.33
S2 92.63 92.63 97.68
S3 88.17 91.10 97.27
S4 83.71 86.64 96.05
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 108.67 106.66 97.32
R3 103.62 101.61 95.93
R2 98.57 98.57 95.47
R1 96.56 96.56 95.00 97.57
PP 93.52 93.52 93.52 94.03
S1 91.51 91.51 94.08 92.52
S2 88.47 88.47 93.61
S3 83.42 86.46 93.15
S4 78.37 81.41 91.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.61 91.62 6.99 7.1% 2.10 2.1% 98% True False 6,870
10 98.61 86.28 12.33 12.5% 2.27 2.3% 99% True False 6,125
20 98.61 85.17 13.44 13.6% 2.13 2.2% 99% True False 6,953
40 98.61 85.17 13.44 13.6% 1.82 1.8% 99% True False 5,447
60 98.61 85.12 13.49 13.7% 2.01 2.0% 99% True False 4,432
80 98.61 81.15 17.46 17.7% 1.75 1.8% 99% True False 3,678
100 98.61 75.05 23.56 23.9% 1.46 1.5% 100% True False 3,172
120 98.61 69.23 29.38 29.8% 1.23 1.3% 100% True False 2,787
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 0.36
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 117.57
2.618 110.29
1.618 105.83
1.000 103.07
0.618 101.37
HIGH 98.61
0.618 96.91
0.500 96.38
0.382 95.85
LOW 94.15
0.618 91.39
1.000 89.69
1.618 86.93
2.618 82.47
4.250 75.20
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 97.79 97.59
PP 97.09 96.67
S1 96.38 95.76

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

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