NYMEX Light Sweet Crude Oil Future September 2008


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 97.42 96.15 -1.27 -1.3% 94.30
High 97.85 97.20 -0.65 -0.7% 98.49
Low 96.28 95.83 -0.45 -0.5% 93.69
Close 96.44 96.93 0.49 0.5% 96.93
Range 1.57 1.37 -0.20 -12.7% 4.80
ATR 1.87 1.83 -0.04 -1.9% 0.00
Volume 2,932 4,648 1,716 58.5% 19,999
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 100.76 100.22 97.68
R3 99.39 98.85 97.31
R2 98.02 98.02 97.18
R1 97.48 97.48 97.06 97.75
PP 96.65 96.65 96.65 96.79
S1 96.11 96.11 96.80 96.38
S2 95.28 95.28 96.68
S3 93.91 94.74 96.55
S4 92.54 93.37 96.18
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 110.77 108.65 99.57
R3 105.97 103.85 98.25
R2 101.17 101.17 97.81
R1 99.05 99.05 97.37 100.11
PP 96.37 96.37 96.37 96.90
S1 94.25 94.25 96.49 95.31
S2 91.57 91.57 96.05
S3 86.77 89.45 95.61
S4 81.97 84.65 94.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.49 93.69 4.80 5.0% 1.92 2.0% 68% False False 3,999
10 98.49 90.17 8.32 8.6% 1.78 1.8% 81% False False 4,033
20 98.49 86.44 12.05 12.4% 1.67 1.7% 87% False False 3,059
40 98.49 84.70 13.79 14.2% 1.40 1.4% 89% False False 2,431
60 98.49 84.34 14.15 14.6% 1.36 1.4% 89% False False 2,288
80 98.49 84.34 14.15 14.6% 1.15 1.2% 89% False False 2,080
100 98.49 74.47 24.02 24.8% 0.97 1.0% 94% False False 1,885
120 98.49 70.23 28.26 29.2% 0.82 0.8% 94% False False 1,782
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.02
2.618 100.79
1.618 99.42
1.000 98.57
0.618 98.05
HIGH 97.20
0.618 96.68
0.500 96.52
0.382 96.35
LOW 95.83
0.618 94.98
1.000 94.46
1.618 93.61
2.618 92.24
4.250 90.01
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 96.79 97.16
PP 96.65 97.08
S1 96.52 97.01

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

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