NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 88.94 87.44 -1.50 -1.7% 87.96
High 88.98 87.44 -1.54 -1.7% 90.30
Low 88.10 87.24 -0.86 -1.0% 87.85
Close 89.07 87.44 -1.63 -1.8% 88.13
Range 0.88 0.20 -0.68 -77.3% 2.45
ATR 1.31 1.35 0.04 2.8% 0.00
Volume 584 409 -175 -30.0% 2,792
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 87.97 87.91 87.55
R3 87.77 87.71 87.50
R2 87.57 87.57 87.48
R1 87.51 87.51 87.46 87.54
PP 87.37 87.37 87.37 87.39
S1 87.31 87.31 87.42 87.34
S2 87.17 87.17 87.40
S3 86.97 87.11 87.39
S4 86.77 86.91 87.33
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.11 94.57 89.48
R3 93.66 92.12 88.80
R2 91.21 91.21 88.58
R1 89.67 89.67 88.35 90.44
PP 88.76 88.76 88.76 89.15
S1 87.22 87.22 87.91 87.99
S2 86.31 86.31 87.68
S3 83.86 84.77 87.46
S4 81.41 82.32 86.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.30 87.24 3.06 3.5% 0.53 0.6% 7% False True 495
10 90.30 85.48 4.82 5.5% 0.53 0.6% 41% False False 524
20 93.35 85.48 7.87 9.0% 0.57 0.7% 25% False False 517
Crabel Price Patterns
NR True
NR4 False
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.29
2.618 87.96
1.618 87.76
1.000 87.64
0.618 87.56
HIGH 87.44
0.618 87.36
0.500 87.34
0.382 87.32
LOW 87.24
0.618 87.12
1.000 87.04
1.618 86.92
2.618 86.72
4.250 86.39
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 87.41 88.11
PP 87.37 87.89
S1 87.34 87.66

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

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