NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 05-Feb-2008

Day Change Summary
	Previous	Current
	04-Feb-2008	05-Feb-2008	Change	Change %	Previous Week
Open	88.21	88.43	0.22	0.2%	87.87
High	89.39	88.56	-0.83	-0.9%	90.65
Low	87.45	86.55	-0.90	-1.0%	87.35
Close	88.93	87.30	-1.63	-1.8%	88.01
Range	1.94	2.01	0.07	3.6%	3.30
ATR	2.10	2.12	0.02	1.0%	0.00
Volume	20,976	8,502	-12,474	-59.5%	86,772

Daily Pivots for day following 05-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	93.50	92.41	88.41
R3	91.49	90.40	87.85
R2	89.48	89.48	87.67
R1	88.39	88.39	87.48	87.93
PP	87.47	87.47	87.47	87.24
S1	86.38	86.38	87.12	85.92
S2	85.46	85.46	86.93
S3	83.45	84.37	86.75
S4	81.44	82.36	86.19

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	86.55	4.10	4.7%	2.10	2.4%	18%	False	True	15,937
10	90.65	84.50	6.15	7.0%	1.98	2.3%	46%	False	False	17,714
20	93.48	83.90	9.58	11.0%	2.01	2.3%	35%	False	False	16,352

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.10
2.618	93.82
1.618	91.81
1.000	90.57
0.618	89.80
HIGH	88.56
0.618	87.79
0.500	87.56
0.382	87.32
LOW	86.55
0.618	85.31
1.000	84.54
1.618	83.30
2.618	81.29
4.250	78.01

Fisher Pivots for day following 05-Feb-2008
Pivot	1 day	3 day
R1	87.56	88.52
PP	87.47	88.11
S1	87.39	87.71

Download as Excel Spreadsheet

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

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