NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
18-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 94.70 96.60 1.90 2.0% 90.21
High 94.75 97.10 2.35 2.5% 94.75
Low 93.39 96.60 3.21 3.4% 90.06
Close 93.81 97.50 3.69 3.9% 93.81
Range 1.36 0.50 -0.86 -63.2% 4.69
ATR 1.53 1.65 0.13 8.2% 0.00
Volume 685 2,441 1,756 256.4% 6,034
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.57 98.53 97.78
R3 98.07 98.03 97.64
R2 97.57 97.57 97.59
R1 97.53 97.53 97.55 97.55
PP 97.07 97.07 97.07 97.08
S1 97.03 97.03 97.45 97.05
S2 96.57 96.57 97.41
S3 96.07 96.53 97.36
S4 95.57 96.03 97.23
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 106.94 105.07 96.39
R3 102.25 100.38 95.10
R2 97.56 97.56 94.67
R1 95.69 95.69 94.24 96.63
PP 92.87 92.87 92.87 93.34
S1 91.00 91.00 93.38 91.94
S2 88.18 88.18 92.95
S3 83.49 86.31 92.52
S4 78.80 81.62 91.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.10 91.35 5.75 5.9% 0.92 0.9% 107% True False 1,180
10 97.10 86.34 10.76 11.0% 1.32 1.4% 104% True False 1,089
20 97.10 84.97 12.13 12.4% 1.12 1.1% 103% True False 1,210
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.23
2.618 98.41
1.618 97.91
1.000 97.60
0.618 97.41
HIGH 97.10
0.618 96.91
0.500 96.85
0.382 96.79
LOW 96.60
0.618 96.29
1.000 96.10
1.618 95.79
2.618 95.29
4.250 94.48
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 97.28 96.75
PP 97.07 96.00
S1 96.85 95.25

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

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