NYMEX Light Sweet Crude Oil Future October 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	88.70	89.95	1.25	1.4%	88.13
High	90.00	90.05	0.05	0.1%	90.50
Low	88.61	87.95	-0.66	-0.7%	87.87
Close	90.51	88.25	-2.26	-2.5%	88.25
Range	1.39	2.10	0.71	51.1%	2.63
ATR	1.40	1.48	0.08	5.9%	0.00
Volume	250	441	191	76.4%	6,187

Daily Pivots for day following 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	95.05	93.75	89.41
R3	92.95	91.65	88.83
R2	90.85	90.85	88.64
R1	89.55	89.55	88.44	89.15
PP	88.75	88.75	88.75	88.55
S1	87.45	87.45	88.06	87.05
S2	86.65	86.65	87.87
S3	84.55	85.35	87.67
S4	82.45	83.25	87.10

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	96.76	95.14	89.70
R3	94.13	92.51	88.97
R2	91.50	91.50	88.73
R1	89.88	89.88	88.49	90.69
PP	88.87	88.87	88.87	89.28
S1	87.25	87.25	88.01	88.06
S2	86.24	86.24	87.77
S3	83.61	84.62	87.53
S4	80.98	81.99	86.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.50	87.87	2.63	3.0%	1.29	1.5%	14%	False	False	1,237
10	90.50	84.60	5.90	6.7%	0.98	1.1%	62%	False	False	1,305
20	94.17	84.60	9.57	10.8%	0.66	0.8%	38%	False	False	840

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	0.13
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	98.98
2.618	95.55
1.618	93.45
1.000	92.15
0.618	91.35
HIGH	90.05
0.618	89.25
0.500	89.00
0.382	88.75
LOW	87.95
0.618	86.65
1.000	85.85
1.618	84.55
2.618	82.45
4.250	79.03

Fisher Pivots for day following 01-Feb-2008
Pivot	1 day	3 day
R1	89.00	89.23
PP	88.75	88.90
S1	88.50	88.58

Download as Excel Spreadsheet

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

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