NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 26-Feb-2008
Day Change Summary
Previous Current
25-Feb-2008 26-Feb-2008 Change Change % Previous Week
Open 96.30 96.30 0.00 0.0% 93.75
High 97.00 98.85 1.85 1.9% 97.91
Low 95.55 96.11 0.56 0.6% 93.63
Close 96.66 98.45 1.79 1.9% 96.12
Range 1.45 2.74 1.29 89.0% 4.28
ATR 2.08 2.13 0.05 2.3% 0.00
Volume 17,862 13,635 -4,227 -23.7% 95,659
Daily Pivots for day following 26-Feb-2008
Classic Woodie Camarilla DeMark
R4 106.02 104.98 99.96
R3 103.28 102.24 99.20
R2 100.54 100.54 98.95
R1 99.50 99.50 98.70 100.02
PP 97.80 97.80 97.80 98.07
S1 96.76 96.76 98.20 97.28
S2 95.06 95.06 97.95
S3 92.32 94.02 97.70
S4 89.58 91.28 96.94
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 108.73 106.70 98.47
R3 104.45 102.42 97.30
R2 100.17 100.17 96.90
R1 98.14 98.14 96.51 99.16
PP 95.89 95.89 95.89 96.39
S1 93.86 93.86 95.73 94.88
S2 91.61 91.61 95.34
S3 87.33 89.58 94.94
S4 83.05 85.30 93.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.85 94.78 4.07 4.1% 2.21 2.2% 90% True False 18,088
10 98.85 90.69 8.16 8.3% 1.95 2.0% 95% True False 17,095
20 98.85 85.60 13.25 13.5% 2.08 2.1% 97% True False 17,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.50
2.618 106.02
1.618 103.28
1.000 101.59
0.618 100.54
HIGH 98.85
0.618 97.80
0.500 97.48
0.382 97.16
LOW 96.11
0.618 94.42
1.000 93.37
1.618 91.68
2.618 88.94
4.250 84.47
Fisher Pivots for day following 26-Feb-2008
Pivot 1 day 3 day
R1 98.13 97.93
PP 97.80 97.40
S1 97.48 96.88

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

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