NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 88.83 90.77 1.94 2.2% 89.77
High 90.99 90.77 -0.22 -0.2% 90.99
Low 88.83 88.11 -0.72 -0.8% 88.01
Close 90.69 88.37 -2.32 -2.6% 88.37
Range 2.16 2.66 0.50 23.1% 2.98
ATR 1.66 1.74 0.07 4.3% 0.00
Volume 2,908 1,946 -962 -33.1% 12,216
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 97.06 95.38 89.83
R3 94.40 92.72 89.10
R2 91.74 91.74 88.86
R1 90.06 90.06 88.61 89.57
PP 89.08 89.08 89.08 88.84
S1 87.40 87.40 88.13 86.91
S2 86.42 86.42 87.88
S3 83.76 84.74 87.64
S4 81.10 82.08 86.91
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.06 96.20 90.01
R3 95.08 93.22 89.19
R2 92.10 92.10 88.92
R1 90.24 90.24 88.64 89.68
PP 89.12 89.12 89.12 88.85
S1 87.26 87.26 88.10 86.70
S2 86.14 86.14 87.82
S3 83.16 84.28 87.55
S4 80.18 81.30 86.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.99 88.01 2.98 3.4% 1.71 1.9% 12% False False 2,443
10 90.99 84.70 6.29 7.1% 1.58 1.8% 58% False False 2,464
20 95.38 84.70 10.68 12.1% 1.31 1.5% 34% False False 1,933
40 96.00 84.34 11.66 13.2% 1.32 1.5% 35% False False 2,018
60 96.00 84.34 11.66 13.2% 1.09 1.2% 35% False False 1,708
80 96.00 75.40 20.60 23.3% 0.89 1.0% 63% False False 1,702
100 96.00 72.81 23.19 26.2% 0.73 0.8% 67% False False 1,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 102.08
2.618 97.73
1.618 95.07
1.000 93.43
0.618 92.41
HIGH 90.77
0.618 89.75
0.500 89.44
0.382 89.13
LOW 88.11
0.618 86.47
1.000 85.45
1.618 83.81
2.618 81.15
4.250 76.81
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 89.44 89.55
PP 89.08 89.16
S1 88.73 88.76

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

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