NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 92.27 92.00 -0.27 -0.3% 88.47
High 92.27 92.65 0.38 0.4% 91.00
Low 91.44 91.40 -0.04 0.0% 86.15
Close 92.03 92.57 0.54 0.6% 90.97
Range 0.83 1.25 0.42 50.6% 4.85
ATR 1.96 1.91 -0.05 -2.6% 0.00
Volume 4,348 3,433 -915 -21.0% 12,150
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 95.96 95.51 93.26
R3 94.71 94.26 92.91
R2 93.46 93.46 92.80
R1 93.01 93.01 92.68 93.24
PP 92.21 92.21 92.21 92.32
S1 91.76 91.76 92.46 91.99
S2 90.96 90.96 92.34
S3 89.71 90.51 92.23
S4 88.46 89.26 91.88
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% 1.86 2.0% 89% False False 3,495
10 93.37 86.15 7.22 7.8% 1.84 2.0% 89% False False 2,844
20 93.37 84.33 9.04 9.8% 1.82 2.0% 91% False False 3,592
40 96.35 84.33 12.02 13.0% 1.48 1.6% 69% False False 2,736
60 96.35 84.33 12.02 13.0% 1.45 1.6% 69% False False 2,201
80 96.35 80.08 16.27 17.6% 1.13 1.2% 77% False False 1,904
100 96.35 74.41 21.94 23.7% 0.94 1.0% 83% False False 1,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.96
2.618 95.92
1.618 94.67
1.000 93.90
0.618 93.42
HIGH 92.65
0.618 92.17
0.500 92.03
0.382 91.88
LOW 91.40
0.618 90.63
1.000 90.15
1.618 89.38
2.618 88.13
4.250 86.09
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 92.39 92.34
PP 92.21 92.10
S1 92.03 91.87

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

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