NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 08-Feb-2008
Day Change Summary
Previous Current
07-Feb-2008 08-Feb-2008 Change Change % Previous Week
Open 86.73 88.30 1.57 1.8% 88.47
High 87.67 91.00 3.33 3.8% 91.00
Low 86.15 88.30 2.15 2.5% 86.15
Close 87.85 90.97 3.12 3.6% 90.97
Range 1.52 2.70 1.18 77.6% 4.85
ATR 1.85 1.95 0.09 5.0% 0.00
Volume 1,729 1,883 154 8.9% 12,150
Daily Pivots for day following 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.19 97.28 92.46
R3 95.49 94.58 91.71
R2 92.79 92.79 91.47
R1 91.88 91.88 91.22 92.34
PP 90.09 90.09 90.09 90.32
S1 89.18 89.18 90.72 89.64
S2 87.39 87.39 90.48
S3 84.69 86.48 90.23
S4 81.99 83.78 89.49
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 103.92 102.30 93.64
R3 99.07 97.45 92.30
R2 94.22 94.22 91.86
R1 92.60 92.60 91.41 93.41
PP 89.37 89.37 89.37 89.78
S1 87.75 87.75 90.53 88.56
S2 84.52 84.52 90.08
S3 79.67 82.90 89.64
S4 74.82 78.05 88.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.00 86.15 4.85 5.3% 1.76 1.9% 99% True False 2,430
10 91.26 86.15 5.11 5.6% 1.76 1.9% 94% False False 3,361
20 91.90 84.33 7.57 8.3% 1.73 1.9% 88% False False 3,225
40 96.35 84.33 12.02 13.2% 1.50 1.6% 55% False False 2,457
60 96.35 84.33 12.02 13.2% 1.39 1.5% 55% False False 1,997
80 96.35 80.08 16.27 17.9% 1.08 1.2% 67% False False 1,799
100 96.35 74.41 21.94 24.1% 0.88 1.0% 75% False False 1,556
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 102.48
2.618 98.07
1.618 95.37
1.000 93.70
0.618 92.67
HIGH 91.00
0.618 89.97
0.500 89.65
0.382 89.33
LOW 88.30
0.618 86.63
1.000 85.60
1.618 83.93
2.618 81.23
4.250 76.83
Fisher Pivots for day following 08-Feb-2008
Pivot 1 day 3 day
R1 90.53 90.17
PP 90.09 89.37
S1 89.65 88.58

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

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