NYMEX Light Sweet Crude Oil Future October 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	96.29	96.80	0.51	0.5%	90.21
High	98.06	97.30	-0.76	-0.8%	94.75
Low	96.29	95.97	-0.32	-0.3%	90.06
Close	97.50	96.18	-1.32	-1.4%	93.81
Range	1.77	1.33	-0.44	-24.9%	4.69
ATR	1.66	1.65	-0.01	-0.6%	0.00
Volume	2,006	825	-1,181	-58.9%	6,034

Daily Pivots for day following 21-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	100.47	99.66	96.91
R3	99.14	98.33	96.55
R2	97.81	97.81	96.42
R1	97.00	97.00	96.30	96.74
PP	96.48	96.48	96.48	96.36
S1	95.67	95.67	96.06	95.41
S2	95.15	95.15	95.94
S3	93.82	94.34	95.81
S4	92.49	93.01	95.45

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	106.94	105.07	96.39
R3	102.25	100.38	95.10
R2	97.56	97.56	94.67
R1	95.69	95.69	94.24	96.63
PP	92.87	92.87	92.87	93.34
S1	91.00	91.00	93.38	91.94
S2	88.18	88.18	92.95
S3	83.49	86.31	92.52
S4	78.80	81.62	91.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.06	93.39	4.67	4.9%	1.26	1.3%	60%	False	False	1,328
10	98.06	88.10	9.96	10.4%	1.38	1.4%	81%	False	False	1,299
20	98.06	86.34	11.72	12.2%	1.24	1.3%	84%	False	False	1,212

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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.95
2.618	100.78
1.618	99.45
1.000	98.63
0.618	98.12
HIGH	97.30
0.618	96.79
0.500	96.64
0.382	96.48
LOW	95.97
0.618	95.15
1.000	94.64
1.618	93.82
2.618	92.49
4.250	90.32

Fisher Pivots for day following 21-Feb-2008
Pivot	1 day	3 day
R1	96.64	97.02
PP	96.48	96.74
S1	96.33	96.46

Download as Excel Spreadsheet

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

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