NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 90.73 92.27 1.54 1.7% 88.47
High 93.37 92.27 -1.10 -1.2% 91.00
Low 90.37 91.44 1.07 1.2% 86.15
Close 92.61 92.03 -0.58 -0.6% 90.97
Range 3.00 0.83 -2.17 -72.3% 4.85
ATR 2.02 1.96 -0.06 -3.0% 0.00
Volume 6,083 4,348 -1,735 -28.5% 12,150
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 94.40 94.05 92.49
R3 93.57 93.22 92.26
R2 92.74 92.74 92.18
R1 92.39 92.39 92.11 92.15
PP 91.91 91.91 91.91 91.80
S1 91.56 91.56 91.95 91.32
S2 91.08 91.08 91.88
S3 90.25 90.73 91.80
S4 89.42 89.90 91.57
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 103.92 102.30 93.64
R3 99.07 97.45 92.30
R2 94.22 94.22 91.86
R1 92.60 92.60 91.41 93.41
PP 89.37 89.37 89.37 89.78
S1 87.75 87.75 90.53 88.56
S2 84.52 84.52 90.08
S3 79.67 82.90 89.64
S4 74.82 78.05 88.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.37 86.15 7.22 7.8% 1.93 2.1% 81% False False 3,124
10 93.37 86.15 7.22 7.8% 1.83 2.0% 81% False False 2,696
20 93.37 84.33 9.04 9.8% 1.79 1.9% 85% False False 3,487
40 96.35 84.33 12.02 13.1% 1.47 1.6% 64% False False 2,685
60 96.35 84.33 12.02 13.1% 1.43 1.6% 64% False False 2,157
80 96.35 80.08 16.27 17.7% 1.12 1.2% 73% False False 1,918
100 96.35 74.41 21.94 23.8% 0.92 1.0% 80% False False 1,631
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 0.27
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 95.80
2.618 94.44
1.618 93.61
1.000 93.10
0.618 92.78
HIGH 92.27
0.618 91.95
0.500 91.86
0.382 91.76
LOW 91.44
0.618 90.93
1.000 90.61
1.618 90.10
2.618 89.27
4.250 87.91
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 91.97 91.63
PP 91.91 91.23
S1 91.86 90.84

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

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