NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 87.65 87.80 0.15 0.2% 88.13
High 88.18 87.80 -0.38 -0.4% 90.50
Low 86.94 86.34 -0.60 -0.7% 87.87
Close 87.58 86.56 -1.02 -1.2% 88.25
Range 1.24 1.46 0.22 17.7% 2.63
ATR 1.49 1.49 0.00 -0.1% 0.00
Volume 318 300 -18 -5.7% 6,187
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 91.28 90.38 87.36
R3 89.82 88.92 86.96
R2 88.36 88.36 86.83
R1 87.46 87.46 86.69 87.18
PP 86.90 86.90 86.90 86.76
S1 86.00 86.00 86.43 85.72
S2 85.44 85.44 86.29
S3 83.98 84.54 86.16
S4 82.52 83.08 85.76
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.76 95.14 89.70
R3 94.13 92.51 88.97
R2 91.50 91.50 88.73
R1 89.88 89.88 88.49 90.69
PP 88.87 88.87 88.87 89.28
S1 87.25 87.25 88.01 88.06
S2 86.24 86.24 87.77
S3 83.61 84.62 87.53
S4 80.98 81.99 86.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.05 86.34 3.71 4.3% 1.38 1.6% 6% False True 387
10 90.50 86.34 4.16 4.8% 0.99 1.1% 5% False True 1,300
20 91.76 84.60 7.16 8.3% 0.77 0.9% 27% False False 812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.01
2.618 91.62
1.618 90.16
1.000 89.26
0.618 88.70
HIGH 87.80
0.618 87.24
0.500 87.07
0.382 86.90
LOW 86.34
0.618 85.44
1.000 84.88
1.618 83.98
2.618 82.52
4.250 80.14
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 87.07 87.64
PP 86.90 87.28
S1 86.73 86.92

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

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