NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 28-Feb-2008
Day Change Summary
Previous Current
27-Feb-2008 28-Feb-2008 Change Change % Previous Week
Open 98.65 100.60 1.95 2.0% 93.92
High 98.86 100.60 1.74 1.8% 97.80
Low 98.40 100.60 2.20 2.2% 93.75
Close 97.82 100.58 2.76 2.8% 96.39
Range 0.46 0.00 -0.46 -100.0% 4.05
ATR 1.37 1.47 0.10 7.4% 0.00
Volume 566 1,044 478 84.5% 4,334
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 100.59 100.59 100.58
R3 100.59 100.59 100.58
R2 100.59 100.59 100.58
R1 100.59 100.59 100.58 100.59
PP 100.59 100.59 100.59 100.60
S1 100.59 100.59 100.58 100.59
S2 100.59 100.59 100.58
S3 100.59 100.59 100.58
S4 100.59 100.59 100.58
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 108.13 106.31 98.62
R3 104.08 102.26 97.50
R2 100.03 100.03 97.13
R1 98.21 98.21 96.76 99.12
PP 95.98 95.98 95.98 96.44
S1 94.16 94.16 96.02 95.07
S2 91.93 91.93 95.65
S3 87.88 90.11 95.28
S4 83.83 86.06 94.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.60 95.37 5.23 5.2% 0.63 0.6% 100% True False 831
10 100.60 93.75 6.85 6.8% 0.95 0.9% 100% True False 844
20 100.60 86.22 14.38 14.3% 0.97 1.0% 100% True False 764
40 100.60 85.48 15.12 15.0% 0.84 0.8% 100% True False 620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.14
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 100.60
2.618 100.60
1.618 100.60
1.000 100.60
0.618 100.60
HIGH 100.60
0.618 100.60
0.500 100.60
0.382 100.60
LOW 100.60
0.618 100.60
1.000 100.60
1.618 100.60
2.618 100.60
4.250 100.60
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 100.60 100.15
PP 100.59 99.73
S1 100.59 99.30

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

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