NYMEX Light Sweet Crude Oil Future December 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	96.55	97.35	0.80	0.8%	90.50
High	97.91	97.51	-0.40	-0.4%	94.41
Low	95.49	94.78	-0.71	-0.7%	89.35
Close	96.94	95.67	-1.27	-1.3%	93.39
Range	2.42	2.73	0.31	12.8%	5.06
ATR	2.12	2.16	0.04	2.1%	0.00
Volume	18,387	18,242	-145	-0.8%	84,401

Daily Pivots for day following 21-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	104.18	102.65	97.17
R3	101.45	99.92	96.42
R2	98.72	98.72	96.17
R1	97.19	97.19	95.92	96.59
PP	95.99	95.99	95.99	95.69
S1	94.46	94.46	95.42	93.86
S2	93.26	93.26	95.17
S3	90.53	91.73	94.92
S4	87.80	89.00	94.17

Weekly Pivots for week ending 15-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	107.56	105.54	96.17
R3	102.50	100.48	94.78
R2	97.44	97.44	94.32
R1	95.42	95.42	93.85	96.43
PP	92.38	92.38	92.38	92.89
S1	90.36	90.36	92.93	91.37
S2	87.32	87.32	92.46
S3	82.26	85.30	92.00
S4	77.20	80.24	90.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.91	92.81	5.10	5.3%	2.10	2.2%	56%	False	False	18,254
10	97.91	87.50	10.41	10.9%	2.15	2.2%	78%	False	False	17,506
20	97.91	85.60	12.31	12.9%	2.05	2.1%	82%	False	False	17,710

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	0.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.11
2.618	104.66
1.618	101.93
1.000	100.24
0.618	99.20
HIGH	97.51
0.618	96.47
0.500	96.15
0.382	95.82
LOW	94.78
0.618	93.09
1.000	92.05
1.618	90.36
2.618	87.63
4.250	83.18

Fisher Pivots for day following 21-Feb-2008
Pivot	1 day	3 day
R1	96.15	95.77
PP	95.99	95.74
S1	95.83	95.70

Download as Excel Spreadsheet

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

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