The upper and lower critical fields have been deduced from specific heat and Hall probe magnetization measurements in non-optimally doped NdFeAs(O,F) single crystals ($T_c sim 32-35$K). The anisoptropy of the penetration depth ($Gamma_lambda$) is temperature independent and on the order of $4.0 pm 1.5$. Similarly specific heat data lead an anisotropy of the coherence lenght $Gamma_xi sim 5.5 pm 1.5$ close to $T_c$. Our results suggest the presence of rather large thermal fluctuations and to the existence of a vortex liquid phase over a broad temperature range ($sim 5$K large at 2T).