NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 98.00 98.65 0.65 0.7% 93.92
High 98.53 98.86 0.33 0.3% 97.80
Low 98.00 98.40 0.40 0.4% 93.75
Close 98.72 97.82 -0.90 -0.9% 96.39
Range 0.53 0.46 -0.07 -13.2% 4.05
ATR 1.44 1.37 -0.07 -4.9% 0.00
Volume 756 566 -190 -25.1% 4,334
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.74 99.24 98.07
R3 99.28 98.78 97.95
R2 98.82 98.82 97.90
R1 98.32 98.32 97.86 98.34
PP 98.36 98.36 98.36 98.37
S1 97.86 97.86 97.78 97.88
S2 97.90 97.90 97.74
S3 97.44 97.40 97.69
S4 96.98 96.94 97.57
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 108.13 106.31 98.62
R3 104.08 102.26 97.50
R2 100.03 100.03 97.13
R1 98.21 98.21 96.76 99.12
PP 95.98 95.98 95.98 96.44
S1 94.16 94.16 96.02 95.07
S2 91.93 91.93 95.65
S3 87.88 90.11 95.28
S4 83.83 86.06 94.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.86 95.37 3.49 3.6% 0.84 0.9% 70% True False 707
10 98.86 93.04 5.82 5.9% 1.00 1.0% 82% True False 789
20 98.86 86.22 12.64 12.9% 1.03 1.1% 92% True False 740
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.14
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 100.82
2.618 100.06
1.618 99.60
1.000 99.32
0.618 99.14
HIGH 98.86
0.618 98.68
0.500 98.63
0.382 98.58
LOW 98.40
0.618 98.12
1.000 97.94
1.618 97.66
2.618 97.20
4.250 96.45
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 98.63 97.71
PP 98.36 97.61
S1 98.09 97.50

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

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