NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 28-Feb-2008
Day Change Summary
Previous Current
27-Feb-2008 28-Feb-2008 Change Change % Previous Week
Open 98.50 98.95 0.45 0.5% 94.70
High 99.19 100.92 1.73 1.7% 98.06
Low 98.16 98.95 0.79 0.8% 93.39
Close 98.04 100.80 2.76 2.8% 96.66
Range 1.03 1.97 0.94 91.3% 4.67
ATR 1.54 1.63 0.10 6.2% 0.00
Volume 795 1,373 578 72.7% 6,761
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 106.13 105.44 101.88
R3 104.16 103.47 101.34
R2 102.19 102.19 101.16
R1 101.50 101.50 100.98 101.85
PP 100.22 100.22 100.22 100.40
S1 99.53 99.53 100.62 99.88
S2 98.25 98.25 100.44
S3 96.28 97.56 100.26
S4 94.31 95.59 99.72
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 110.05 108.02 99.23
R3 105.38 103.35 97.94
R2 100.71 100.71 97.52
R1 98.68 98.68 97.09 99.70
PP 96.04 96.04 96.04 96.54
S1 94.01 94.01 96.23 95.03
S2 91.37 91.37 95.80
S3 86.70 89.34 95.38
S4 82.03 84.67 94.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.92 95.61 5.31 5.3% 1.10 1.1% 98% True False 1,018
10 100.92 93.39 7.53 7.5% 1.18 1.2% 98% True False 1,173
20 100.92 86.34 14.58 14.5% 1.30 1.3% 99% True False 1,010
40 100.92 84.60 16.32 16.2% 0.93 0.9% 99% True False 920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 109.29
2.618 106.08
1.618 104.11
1.000 102.89
0.618 102.14
HIGH 100.92
0.618 100.17
0.500 99.94
0.382 99.70
LOW 98.95
0.618 97.73
1.000 96.98
1.618 95.76
2.618 93.79
4.250 90.58
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 100.51 100.38
PP 100.22 99.96
S1 99.94 99.54

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

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