NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 98.73 100.98 2.25 2.3% 97.72
High 101.44 101.61 0.17 0.2% 101.61
Low 98.00 100.18 2.18 2.2% 96.69
Close 101.26 100.37 -0.89 -0.9% 100.37
Range 3.44 1.43 -2.01 -58.4% 4.92
ATR 2.04 2.00 -0.04 -2.1% 0.00
Volume 5,388 3,278 -2,110 -39.2% 24,346
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 105.01 104.12 101.16
R3 103.58 102.69 100.76
R2 102.15 102.15 100.63
R1 101.26 101.26 100.50 100.99
PP 100.72 100.72 100.72 100.59
S1 99.83 99.83 100.24 99.56
S2 99.29 99.29 100.11
S3 97.86 98.40 99.98
S4 96.43 96.97 99.58
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 114.32 112.26 103.08
R3 109.40 107.34 101.72
R2 104.48 104.48 101.27
R1 102.42 102.42 100.82 103.45
PP 99.56 99.56 99.56 100.07
S1 97.50 97.50 99.92 98.53
S2 94.64 94.64 99.47
S3 89.72 92.58 99.02
S4 84.80 87.66 97.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.61 96.69 4.92 4.9% 2.03 2.0% 75% True False 4,869
10 101.61 94.67 6.94 6.9% 2.03 2.0% 82% True False 4,546
20 101.61 86.15 15.46 15.4% 1.85 1.8% 92% True False 3,823
40 101.61 84.33 17.28 17.2% 1.77 1.8% 93% True False 3,455
60 101.61 84.33 17.28 17.2% 1.58 1.6% 93% True False 2,887
80 101.61 84.33 17.28 17.2% 1.42 1.4% 93% True False 2,363
100 101.61 75.50 26.11 26.0% 1.15 1.1% 95% True False 2,095
120 101.61 72.10 29.51 29.4% 0.97 1.0% 96% True False 1,843
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.69
2.618 105.35
1.618 103.92
1.000 103.04
0.618 102.49
HIGH 101.61
0.618 101.06
0.500 100.90
0.382 100.73
LOW 100.18
0.618 99.30
1.000 98.75
1.618 97.87
2.618 96.44
4.250 94.10
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 100.90 100.18
PP 100.72 99.99
S1 100.55 99.81

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

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