NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 11-Feb-2008

Day Change Summary
	Previous	Current
	08-Feb-2008	11-Feb-2008	Change	Change %	Previous Week
Open	87.50	90.50	3.00	3.4%	88.21
High	90.45	92.54	2.09	2.3%	90.45
Low	87.50	89.35	1.85	2.1%	85.60
Close	90.26	91.73	1.47	1.6%	90.26
Range	2.95	3.19	0.24	8.1%	4.85
ATR	2.15	2.23	0.07	3.4%	0.00
Volume	17,322	19,202	1,880	10.9%	88,883

Daily Pivots for day following 11-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	100.78	99.44	93.48
R3	97.59	96.25	92.61
R2	94.40	94.40	92.31
R1	93.06	93.06	92.02	93.73
PP	91.21	91.21	91.21	91.54
S1	89.87	89.87	91.44	90.54
S2	88.02	88.02	91.15
S3	84.83	86.68	90.85
S4	81.64	83.49	89.98

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	103.32	101.64	92.93
R3	98.47	96.79	91.59
R2	93.62	93.62	91.15
R1	91.94	91.94	90.70	92.78
PP	88.77	88.77	88.77	89.19
S1	87.09	87.09	89.82	87.93
S2	83.92	83.92	89.37
S3	79.07	82.24	88.93
S4	74.22	77.39	87.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.54	85.60	6.94	7.6%	2.37	2.6%	88%	True	False	17,421
10	92.54	85.60	6.94	7.6%	2.16	2.4%	88%	True	False	17,343
20	92.54	83.90	8.64	9.4%	2.15	2.3%	91%	True	False	16,937

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	0.59
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	106.10
2.618	100.89
1.618	97.70
1.000	95.73
0.618	94.51
HIGH	92.54
0.618	91.32
0.500	90.95
0.382	90.57
LOW	89.35
0.618	87.38
1.000	86.16
1.618	84.19
2.618	81.00
4.250	75.79

Fisher Pivots for day following 11-Feb-2008
Pivot	1 day	3 day
R1	91.47	90.84
PP	91.21	89.96
S1	90.95	89.07

Download as Excel Spreadsheet

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

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