NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 96.75 97.27 0.52 0.5% 94.30
High 97.70 99.39 1.69 1.7% 98.49
Low 96.75 97.27 0.52 0.5% 93.69
Close 97.48 99.25 1.77 1.8% 96.93
Range 0.95 2.12 1.17 123.2% 4.80
ATR 1.77 1.79 0.03 1.4% 0.00
Volume 5,433 8,023 2,590 47.7% 19,999
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 105.00 104.24 100.42
R3 102.88 102.12 99.83
R2 100.76 100.76 99.64
R1 100.00 100.00 99.44 100.38
PP 98.64 98.64 98.64 98.83
S1 97.88 97.88 99.06 98.26
S2 96.52 96.52 98.86
S3 94.40 95.76 98.67
S4 92.28 93.64 98.08
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 99.39 95.83 3.56 3.6% 1.60 1.6% 96% True False 4,985
10 99.39 91.21 8.18 8.2% 1.67 1.7% 98% True False 4,597
20 99.39 86.44 12.95 13.0% 1.68 1.7% 99% True False 3,447
40 99.39 84.70 14.69 14.8% 1.43 1.4% 99% True False 2,695
60 99.39 84.34 15.05 15.2% 1.39 1.4% 99% True False 2,428
80 99.39 84.34 15.05 15.2% 1.19 1.2% 99% True False 2,190
100 99.39 74.47 24.92 25.1% 1.00 1.0% 99% True False 2,005
120 99.39 71.11 28.28 28.5% 0.84 0.8% 100% True False 1,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 108.40
2.618 104.94
1.618 102.82
1.000 101.51
0.618 100.70
HIGH 99.39
0.618 98.58
0.500 98.33
0.382 98.08
LOW 97.27
0.618 95.96
1.000 95.15
1.618 93.84
2.618 91.72
4.250 88.26
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 98.94 98.70
PP 98.64 98.16
S1 98.33 97.61

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

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