NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
22-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 96.15 96.75 0.60 0.6% 94.30
High 97.20 97.70 0.50 0.5% 98.49
Low 95.83 96.75 0.92 1.0% 93.69
Close 96.93 97.48 0.55 0.6% 96.93
Range 1.37 0.95 -0.42 -30.7% 4.80
ATR 1.83 1.77 -0.06 -3.4% 0.00
Volume 4,648 5,433 785 16.9% 19,999
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 100.16 99.77 98.00
R3 99.21 98.82 97.74
R2 98.26 98.26 97.65
R1 97.87 97.87 97.57 98.07
PP 97.31 97.31 97.31 97.41
S1 96.92 96.92 97.39 97.12
S2 96.36 96.36 97.31
S3 95.41 95.97 97.22
S4 94.46 95.02 96.96
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 94.46 4.03 4.1% 1.85 1.9% 75% False False 4,047
10 98.49 91.20 7.29 7.5% 1.61 1.6% 86% False False 4,248
20 98.49 86.44 12.05 12.4% 1.63 1.7% 92% False False 3,129
40 98.49 84.70 13.79 14.1% 1.40 1.4% 93% False False 2,540
60 98.49 84.34 14.15 14.5% 1.36 1.4% 93% False False 2,366
80 98.49 84.34 14.15 14.5% 1.16 1.2% 93% False False 2,136
100 98.49 74.47 24.02 24.6% 0.98 1.0% 96% False False 1,930
120 98.49 70.23 28.26 29.0% 0.83 0.8% 96% False False 1,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.24
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 101.74
2.618 100.19
1.618 99.24
1.000 98.65
0.618 98.29
HIGH 97.70
0.618 97.34
0.500 97.23
0.382 97.11
LOW 96.75
0.618 96.16
1.000 95.80
1.618 95.21
2.618 94.26
4.250 92.71
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 97.40 97.27
PP 97.31 97.05
S1 97.23 96.84

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

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