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).