NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 93.50 95.12 1.62 1.7% 90.73
High 94.70 95.18 0.48 0.5% 95.18
Low 93.34 93.61 0.27 0.3% 90.37
Close 94.65 94.27 -0.38 -0.4% 94.27
Range 1.36 1.57 0.21 15.4% 4.81
ATR 1.93 1.90 -0.03 -1.3% 0.00
Volume 2,618 2,363 -255 -9.7% 18,845
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.06 98.24 95.13
R3 97.49 96.67 94.70
R2 95.92 95.92 94.56
R1 95.10 95.10 94.41 94.73
PP 94.35 94.35 94.35 94.17
S1 93.53 93.53 94.13 93.16
S2 92.78 92.78 93.98
S3 91.21 91.96 93.84
S4 89.64 90.39 93.41
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 107.70 105.80 96.92
R3 102.89 100.99 95.59
R2 98.08 98.08 95.15
R1 96.18 96.18 94.71 97.13
PP 93.27 93.27 93.27 93.75
S1 91.37 91.37 93.83 92.32
S2 88.46 88.46 93.39
S3 83.65 86.56 92.95
S4 78.84 81.75 91.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.18 90.37 4.81 5.1% 1.60 1.7% 81% True False 3,769
10 95.18 86.15 9.03 9.6% 1.68 1.8% 90% True False 3,099
20 95.18 84.33 10.85 11.5% 1.79 1.9% 92% True False 3,586
40 96.35 84.33 12.02 12.8% 1.45 1.5% 83% False False 2,822
60 96.35 84.33 12.02 12.8% 1.45 1.5% 83% False False 2,271
80 96.35 80.45 15.90 16.9% 1.16 1.2% 87% False False 1,957
100 96.35 74.41 21.94 23.3% 0.96 1.0% 91% False False 1,694
120 96.35 69.15 27.20 28.9% 0.81 0.9% 92% False False 1,499
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.85
2.618 99.29
1.618 97.72
1.000 96.75
0.618 96.15
HIGH 95.18
0.618 94.58
0.500 94.40
0.382 94.21
LOW 93.61
0.618 92.64
1.000 92.04
1.618 91.07
2.618 89.50
4.250 86.94
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 94.40 93.94
PP 94.35 93.62
S1 94.31 93.29

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

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