NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 98.13 96.51 -1.62 -1.7% 94.75
High 98.70 97.77 -0.93 -0.9% 98.82
Low 95.79 95.99 0.20 0.2% 94.67
Close 96.71 97.21 0.50 0.5% 97.21
Range 2.91 1.78 -1.13 -38.8% 4.15
ATR 1.99 1.97 -0.01 -0.7% 0.00
Volume 4,887 5,050 163 3.3% 21,119
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 102.33 101.55 98.19
R3 100.55 99.77 97.70
R2 98.77 98.77 97.54
R1 97.99 97.99 97.37 98.38
PP 96.99 96.99 96.99 97.19
S1 96.21 96.21 97.05 96.60
S2 95.21 95.21 96.88
S3 93.43 94.43 96.72
S4 91.65 92.65 96.23
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 109.35 107.43 99.49
R3 105.20 103.28 98.35
R2 101.05 101.05 97.97
R1 99.13 99.13 97.59 100.09
PP 96.90 96.90 96.90 97.38
S1 94.98 94.98 96.83 95.94
S2 92.75 92.75 96.45
S3 88.60 90.83 96.07
S4 84.45 86.68 94.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.82 94.67 4.15 4.3% 2.02 2.1% 61% False False 4,223
10 98.82 90.37 8.45 8.7% 1.81 1.9% 81% False False 3,996
20 98.82 86.15 12.67 13.0% 1.79 1.8% 87% False False 3,678
40 98.82 84.33 14.49 14.9% 1.65 1.7% 89% False False 3,204
60 98.82 84.33 14.49 14.9% 1.53 1.6% 89% False False 2,575
80 98.82 84.33 14.49 14.9% 1.29 1.3% 89% False False 2,195
100 98.82 74.41 24.41 25.1% 1.05 1.1% 93% False False 1,873
120 98.82 70.16 28.66 29.5% 0.89 0.9% 94% False False 1,670
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.34
2.618 102.43
1.618 100.65
1.000 99.55
0.618 98.87
HIGH 97.77
0.618 97.09
0.500 96.88
0.382 96.67
LOW 95.99
0.618 94.89
1.000 94.21
1.618 93.11
2.618 91.33
4.250 88.43
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 97.10 97.31
PP 96.99 97.27
S1 96.88 97.24

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

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