NYMEX Light Sweet Crude Oil Future September 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 98.15 100.55 2.40 2.4% 96.75
High 101.06 100.59 -0.47 -0.5% 101.06
Low 98.05 99.90 1.85 1.9% 96.75
Close 101.02 100.14 -0.88 -0.9% 100.14
Range 3.01 0.69 -2.32 -77.1% 4.31
ATR 1.89 1.84 -0.06 -2.9% 0.00
Volume 4,778 4,726 -52 -1.1% 29,692
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 102.28 101.90 100.52
R3 101.59 101.21 100.33
R2 100.90 100.90 100.27
R1 100.52 100.52 100.20 100.37
PP 100.21 100.21 100.21 100.13
S1 99.83 99.83 100.08 99.68
S2 99.52 99.52 100.01
S3 98.83 99.14 99.95
S4 98.14 98.45 99.76
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 112.25 110.50 102.51
R3 107.94 106.19 101.33
R2 103.63 103.63 100.93
R1 101.88 101.88 100.54 102.76
PP 99.32 99.32 99.32 99.75
S1 97.57 97.57 99.74 98.45
S2 95.01 95.01 99.35
S3 90.70 93.26 98.95
S4 86.39 88.95 97.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.06 96.75 4.31 4.3% 1.75 1.7% 79% False False 5,938
10 101.06 93.69 7.37 7.4% 1.84 1.8% 88% False False 4,969
20 101.06 86.44 14.62 14.6% 1.68 1.7% 94% False False 3,933
40 101.06 84.70 16.36 16.3% 1.50 1.5% 94% False False 2,933
60 101.06 84.34 16.72 16.7% 1.44 1.4% 94% False False 2,656
80 101.06 84.34 16.72 16.7% 1.24 1.2% 94% False False 2,264
100 101.06 75.40 25.66 25.6% 1.05 1.0% 96% False False 2,148
120 101.06 72.81 28.25 28.2% 0.89 0.9% 97% False False 2,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.19
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 103.52
2.618 102.40
1.618 101.71
1.000 101.28
0.618 101.02
HIGH 100.59
0.618 100.33
0.500 100.25
0.382 100.16
LOW 99.90
0.618 99.47
1.000 99.21
1.618 98.78
2.618 98.09
4.250 96.97
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 100.25 99.95
PP 100.21 99.75
S1 100.18 99.56

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

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