NYMEX Light Sweet Crude Oil Future December 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	89.20	89.60	0.40	0.4%	87.87
High	90.65	90.48	-0.17	-0.2%	90.65
Low	88.15	87.49	-0.66	-0.7%	87.35
Close	90.17	88.01	-2.16	-2.4%	88.01
Range	2.50	2.99	0.49	19.6%	3.30
ATR	2.04	2.11	0.07	3.3%	0.00
Volume	17,381	17,889	508	2.9%	86,772

Daily Pivots for day following 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	97.63	95.81	89.65
R3	94.64	92.82	88.83
R2	91.65	91.65	88.56
R1	89.83	89.83	88.28	89.25
PP	88.66	88.66	88.66	88.37
S1	86.84	86.84	87.74	86.26
S2	85.67	85.67	87.46
S3	82.68	83.85	87.19
S4	79.69	80.86	86.37

Weekly Pivots for week ending 01-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	98.57	96.59	89.83
R3	95.27	93.29	88.92
R2	91.97	91.97	88.62
R1	89.99	89.99	88.31	90.98
PP	88.67	88.67	88.67	89.17
S1	86.69	86.69	87.71	87.68
S2	85.37	85.37	87.41
S3	82.07	83.39	87.10
S4	78.77	80.09	86.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.65	87.35	3.30	3.7%	1.99	2.3%	20%	False	False	17,354
10	90.65	83.90	6.75	7.7%	2.11	2.4%	61%	False	False	17,495
20	94.74	83.90	10.84	12.3%	2.05	2.3%	38%	False	False	16,301

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	103.19
2.618	98.31
1.618	95.32
1.000	93.47
0.618	92.33
HIGH	90.48
0.618	89.34
0.500	88.99
0.382	88.63
LOW	87.49
0.618	85.64
1.000	84.50
1.618	82.65
2.618	79.66
4.250	74.78

Fisher Pivots for day following 01-Feb-2008
Pivot	1 day	3 day
R1	88.99	89.07
PP	88.66	88.72
S1	88.34	88.36

Download as Excel Spreadsheet

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

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