NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 90.50 91.55 1.05 1.2% 88.21
High 92.54 92.12 -0.42 -0.5% 90.45
Low 89.35 90.39 1.04 1.2% 85.60
Close 91.73 91.21 -0.52 -0.6% 90.26
Range 3.19 1.73 -1.46 -45.8% 4.85
ATR 2.23 2.19 -0.04 -1.6% 0.00
Volume 19,202 21,404 2,202 11.5% 88,883
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.43 95.55 92.16
R3 94.70 93.82 91.69
R2 92.97 92.97 91.53
R1 92.09 92.09 91.37 91.67
PP 91.24 91.24 91.24 91.03
S1 90.36 90.36 91.05 89.94
S2 89.51 89.51 90.89
S3 87.78 88.63 90.73
S4 86.05 86.90 90.26
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 103.32 101.64 92.93
R3 98.47 96.79 91.59
R2 93.62 93.62 91.15
R1 91.94 91.94 90.70 92.78
PP 88.77 88.77 88.77 89.19
S1 87.09 87.09 89.82 87.93
S2 83.92 83.92 89.37
S3 79.07 82.24 88.93
S4 74.22 77.39 87.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.54 85.60 6.94 7.6% 2.32 2.5% 81% False False 20,002
10 92.54 85.60 6.94 7.6% 2.21 2.4% 81% False False 17,970
20 92.54 83.90 8.64 9.5% 2.15 2.4% 85% False False 17,323
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.47
2.618 96.65
1.618 94.92
1.000 93.85
0.618 93.19
HIGH 92.12
0.618 91.46
0.500 91.26
0.382 91.05
LOW 90.39
0.618 89.32
1.000 88.66
1.618 87.59
2.618 85.86
4.250 83.04
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 91.26 90.81
PP 91.24 90.42
S1 91.23 90.02

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

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