NYMEX Light Sweet Crude Oil Future September 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 96.84 97.42 0.58 0.6% 90.28
High 98.49 97.85 -0.64 -0.6% 95.00
Low 96.50 96.28 -0.22 -0.2% 90.17
Close 97.80 96.44 -1.36 -1.4% 94.03
Range 1.99 1.57 -0.42 -21.1% 4.83
ATR 1.89 1.87 -0.02 -1.2% 0.00
Volume 3,892 2,932 -960 -24.7% 20,340
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 101.57 100.57 97.30
R3 100.00 99.00 96.87
R2 98.43 98.43 96.73
R1 97.43 97.43 96.58 97.15
PP 96.86 96.86 96.86 96.71
S1 95.86 95.86 96.30 95.58
S2 95.29 95.29 96.15
S3 93.72 94.29 96.01
S4 92.15 92.72 95.58
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 107.56 105.62 96.69
R3 102.73 100.79 95.36
R2 97.90 97.90 94.92
R1 95.96 95.96 94.47 96.93
PP 93.07 93.07 93.07 93.55
S1 91.13 91.13 93.59 92.10
S2 88.24 88.24 93.14
S3 83.41 86.30 92.70
S4 78.58 81.47 91.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.49 93.67 4.82 5.0% 1.91 2.0% 57% False False 4,109
10 98.49 88.59 9.90 10.3% 1.89 2.0% 79% False False 3,817
20 98.49 86.44 12.05 12.5% 1.67 1.7% 83% False False 2,962
40 98.49 84.70 13.79 14.3% 1.39 1.4% 85% False False 2,317
60 98.49 84.34 14.15 14.7% 1.34 1.4% 86% False False 2,231
80 98.49 84.34 14.15 14.7% 1.15 1.2% 86% False False 2,041
100 98.49 74.47 24.02 24.9% 0.95 1.0% 91% False False 1,840
120 98.49 69.60 28.89 30.0% 0.81 0.8% 93% False False 1,746
Crabel Price Patterns
NR True
NR4 False
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.52
2.618 101.96
1.618 100.39
1.000 99.42
0.618 98.82
HIGH 97.85
0.618 97.25
0.500 97.07
0.382 96.88
LOW 96.28
0.618 95.31
1.000 94.71
1.618 93.74
2.618 92.17
4.250 89.61
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 97.07 96.48
PP 96.86 96.46
S1 96.65 96.45

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

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