NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 18-Feb-2008
Day Change Summary
Previous Current
15-Feb-2008 18-Feb-2008 Change Change % Previous Week
Open 95.12 94.75 -0.37 -0.4% 90.73
High 95.18 94.80 -0.38 -0.4% 95.18
Low 93.61 94.67 1.06 1.1% 90.37
Close 94.27 94.67 0.40 0.4% 94.27
Range 1.57 0.13 -1.44 -91.7% 4.81
ATR 1.90 1.80 -0.10 -5.2% 0.00
Volume 2,363 2,363 0 0.0% 18,845
Daily Pivots for day following 18-Feb-2008
Classic Woodie Camarilla DeMark
R4 95.10 95.02 94.74
R3 94.97 94.89 94.71
R2 94.84 94.84 94.69
R1 94.76 94.76 94.68 94.74
PP 94.71 94.71 94.71 94.70
S1 94.63 94.63 94.66 94.61
S2 94.58 94.58 94.65
S3 94.45 94.50 94.63
S4 94.32 94.37 94.60
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 91.40 3.78 4.0% 1.03 1.1% 87% False False 3,025
10 95.18 86.15 9.03 9.5% 1.60 1.7% 94% False False 2,747
20 95.18 84.33 10.85 11.5% 1.73 1.8% 95% False False 3,587
40 96.35 84.33 12.02 12.7% 1.43 1.5% 86% False False 2,850
60 96.35 84.33 12.02 12.7% 1.42 1.5% 86% False False 2,300
80 96.35 81.95 14.40 15.2% 1.16 1.2% 88% False False 1,985
100 96.35 74.41 21.94 23.2% 0.97 1.0% 92% False False 1,713
120 96.35 69.15 27.20 28.7% 0.81 0.9% 94% False False 1,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 95.35
2.618 95.14
1.618 95.01
1.000 94.93
0.618 94.88
HIGH 94.80
0.618 94.75
0.500 94.74
0.382 94.72
LOW 94.67
0.618 94.59
1.000 94.54
1.618 94.46
2.618 94.33
4.250 94.12
Fisher Pivots for day following 18-Feb-2008
Pivot 1 day 3 day
R1 94.74 94.53
PP 94.71 94.40
S1 94.69 94.26

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

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