NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 28-Feb-2008
Day Change Summary
Previous Current
27-Feb-2008 28-Feb-2008 Change Change % Previous Week
Open 99.62 98.73 -0.89 -0.9% 94.75
High 100.48 101.44 0.96 1.0% 98.82
Low 98.61 98.00 -0.61 -0.6% 94.67
Close 98.50 101.26 2.76 2.8% 97.21
Range 1.87 3.44 1.57 84.0% 4.15
ATR 1.93 2.04 0.11 5.6% 0.00
Volume 6,814 5,388 -1,426 -20.9% 21,119
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 110.55 109.35 103.15
R3 107.11 105.91 102.21
R2 103.67 103.67 101.89
R1 102.47 102.47 101.58 103.07
PP 100.23 100.23 100.23 100.54
S1 99.03 99.03 100.94 99.63
S2 96.79 96.79 100.63
S3 93.35 95.59 100.31
S4 89.91 92.15 99.37
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
5 101.44 95.99 5.45 5.4% 2.10 2.1% 97% True False 5,223
10 101.44 93.61 7.83 7.7% 2.04 2.0% 98% True False 4,455
20 101.44 86.15 15.29 15.1% 1.89 1.9% 99% True False 3,711
40 101.44 84.33 17.11 16.9% 1.75 1.7% 99% True False 3,441
60 101.44 84.33 17.11 16.9% 1.57 1.5% 99% True False 2,871
80 101.44 84.33 17.11 16.9% 1.40 1.4% 99% True False 2,328
100 101.44 75.35 26.09 25.8% 1.13 1.1% 99% True False 2,064
120 101.44 72.10 29.34 29.0% 0.96 0.9% 99% True False 1,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 116.06
2.618 110.45
1.618 107.01
1.000 104.88
0.618 103.57
HIGH 101.44
0.618 100.13
0.500 99.72
0.382 99.31
LOW 98.00
0.618 95.87
1.000 94.56
1.618 92.43
2.618 88.99
4.250 83.38
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 100.75 100.66
PP 100.23 100.07
S1 99.72 99.47

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

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