NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 89.72 90.04 0.32 0.4% 88.23
High 91.26 90.34 -0.92 -1.0% 91.26
Low 88.87 88.20 -0.67 -0.8% 88.15
Close 90.89 88.50 -2.39 -2.6% 88.50
Range 2.39 2.14 -0.25 -10.5% 3.11
ATR 1.88 1.94 0.06 3.1% 0.00
Volume 1,384 1,044 -340 -24.6% 21,464
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 95.43 94.11 89.68
R3 93.29 91.97 89.09
R2 91.15 91.15 88.89
R1 89.83 89.83 88.70 89.42
PP 89.01 89.01 89.01 88.81
S1 87.69 87.69 88.30 87.28
S2 86.87 86.87 88.11
S3 84.73 85.55 87.91
S4 82.59 83.41 87.32
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.63 96.68 90.21
R3 95.52 93.57 89.36
R2 92.41 92.41 89.07
R1 90.46 90.46 88.79 91.44
PP 89.30 89.30 89.30 89.79
S1 87.35 87.35 88.21 88.33
S2 86.19 86.19 87.93
S3 83.08 84.24 87.64
S4 79.97 81.13 86.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.26 88.15 3.11 3.5% 1.76 2.0% 11% False False 4,292
10 91.26 84.33 6.93 7.8% 1.90 2.1% 60% False False 4,072
20 95.59 84.33 11.26 12.7% 1.69 1.9% 37% False False 3,088
40 96.35 84.33 12.02 13.6% 1.44 1.6% 35% False False 2,420
60 96.35 84.33 12.02 13.6% 1.27 1.4% 35% False False 1,877
80 96.35 75.50 20.85 23.6% 0.97 1.1% 62% False False 1,663
100 96.35 72.10 24.25 27.4% 0.80 0.9% 68% False False 1,447
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.44
2.618 95.94
1.618 93.80
1.000 92.48
0.618 91.66
HIGH 90.34
0.618 89.52
0.500 89.27
0.382 89.02
LOW 88.20
0.618 86.88
1.000 86.06
1.618 84.74
2.618 82.60
4.250 79.11
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 89.27 89.73
PP 89.01 89.32
S1 88.76 88.91

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

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