NYMEX Light Sweet Crude Oil Future December 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 98.66 97.71 -0.95 -1.0% 93.75
High 99.40 100.61 1.21 1.2% 97.91
Low 97.36 97.11 -0.25 -0.3% 93.63
Close 97.60 100.36 2.76 2.8% 96.12
Range 2.04 3.50 1.46 71.6% 4.28
ATR 2.12 2.22 0.10 4.6% 0.00
Volume 15,845 20,148 4,303 27.2% 95,659
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 109.86 108.61 102.29
R3 106.36 105.11 101.32
R2 102.86 102.86 101.00
R1 101.61 101.61 100.68 102.24
PP 99.36 99.36 99.36 99.67
S1 98.11 98.11 100.04 98.74
S2 95.86 95.86 99.72
S3 92.36 94.61 99.40
S4 88.86 91.11 98.44
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
5 100.61 94.90 5.71 5.7% 2.29 2.3% 96% True False 17,960
10 100.61 92.81 7.80 7.8% 2.19 2.2% 97% True False 18,107
20 100.61 85.60 15.01 15.0% 2.18 2.2% 98% True False 17,716
40 100.61 83.90 16.71 16.7% 2.07 2.1% 99% True False 16,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 115.49
2.618 109.77
1.618 106.27
1.000 104.11
0.618 102.77
HIGH 100.61
0.618 99.27
0.500 98.86
0.382 98.45
LOW 97.11
0.618 94.95
1.000 93.61
1.618 91.45
2.618 87.95
4.250 82.24
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 99.86 99.69
PP 99.36 99.03
S1 98.86 98.36

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

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