NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 97.17 98.13 0.96 1.0% 90.73
High 98.82 98.70 -0.12 -0.1% 95.18
Low 96.70 95.79 -0.91 -0.9% 90.37
Close 98.12 96.71 -1.41 -1.4% 94.27
Range 2.12 2.91 0.79 37.3% 4.81
ATR 1.92 1.99 0.07 3.7% 0.00
Volume 3,179 4,887 1,708 53.7% 18,845
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 105.80 104.16 98.31
R3 102.89 101.25 97.51
R2 99.98 99.98 97.24
R1 98.34 98.34 96.98 97.71
PP 97.07 97.07 97.07 96.75
S1 95.43 95.43 96.44 94.80
S2 94.16 94.16 96.18
S3 91.25 92.52 95.91
S4 88.34 89.61 95.11
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 98.82 93.61 5.21 5.4% 1.98 2.0% 60% False False 3,686
10 98.82 88.30 10.52 10.9% 1.90 2.0% 80% False False 3,679
20 98.82 86.15 12.67 13.1% 1.80 1.9% 83% False False 3,619
40 98.82 84.33 14.49 15.0% 1.60 1.7% 85% False False 3,078
60 98.82 84.33 14.49 15.0% 1.50 1.6% 85% False False 2,496
80 98.82 84.33 14.49 15.0% 1.27 1.3% 85% False False 2,140
100 98.82 74.41 24.41 25.2% 1.04 1.1% 91% False False 1,829
120 98.82 70.16 28.66 29.6% 0.88 0.9% 93% False False 1,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.07
2.618 106.32
1.618 103.41
1.000 101.61
0.618 100.50
HIGH 98.70
0.618 97.59
0.500 97.25
0.382 96.90
LOW 95.79
0.618 93.99
1.000 92.88
1.618 91.08
2.618 88.17
4.250 83.42
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 97.25 96.75
PP 97.07 96.73
S1 96.89 96.72

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

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