NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 94.21 97.82 3.61 3.8% 91.47
High 98.61 99.33 0.72 0.7% 95.54
Low 94.15 96.95 2.80 3.0% 90.49
Close 98.50 98.46 -0.04 0.0% 94.54
Range 4.46 2.38 -2.08 -46.6% 5.05
ATR 2.20 2.22 0.01 0.6% 0.00
Volume 7,733 6,967 -766 -9.9% 36,627
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 105.39 104.30 99.77
R3 103.01 101.92 99.11
R2 100.63 100.63 98.90
R1 99.54 99.54 98.68 100.09
PP 98.25 98.25 98.25 98.52
S1 97.16 97.16 98.24 97.71
S2 95.87 95.87 98.02
S3 93.49 94.78 97.81
S4 91.11 92.40 97.15
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 108.67 106.66 97.32
R3 103.62 101.61 95.93
R2 98.57 98.57 95.47
R1 96.56 96.56 95.00 97.57
PP 93.52 93.52 93.52 94.03
S1 91.51 91.51 94.08 92.52
S2 88.47 88.47 93.61
S3 83.42 86.46 93.15
S4 78.37 81.41 91.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.33 91.62 7.71 7.8% 2.34 2.4% 89% True False 6,254
10 99.33 86.28 13.05 13.3% 2.29 2.3% 93% True False 6,457
20 99.33 85.45 13.88 14.1% 2.10 2.1% 94% True False 7,126
40 99.33 85.17 14.16 14.4% 1.85 1.9% 94% True False 5,569
60 99.33 85.12 14.21 14.4% 2.03 2.1% 94% True False 4,506
80 99.33 83.14 16.19 16.4% 1.77 1.8% 95% True False 3,754
100 99.33 75.05 24.28 24.7% 1.49 1.5% 96% True False 3,232
120 99.33 69.68 29.65 30.1% 1.25 1.3% 97% True False 2,845
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.45
2.618 105.56
1.618 103.18
1.000 101.71
0.618 100.80
HIGH 99.33
0.618 98.42
0.500 98.14
0.382 97.86
LOW 96.95
0.618 95.48
1.000 94.57
1.618 93.10
2.618 90.72
4.250 86.84
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 98.35 97.84
PP 98.25 97.22
S1 98.14 96.61

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

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