NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 26-Feb-2008

Day Change Summary
	Previous	Current
	25-Feb-2008	26-Feb-2008	Change	Change %	Previous Week
Open	96.30	96.30	0.00	0.0%	93.75
High	97.00	98.85	1.85	1.9%	97.91
Low	95.55	96.11	0.56	0.6%	93.63
Close	96.66	98.45	1.79	1.9%	96.12
Range	1.45	2.74	1.29	89.0%	4.28
ATR	2.08	2.13	0.05	2.3%	0.00
Volume	17,862	13,635	-4,227	-23.7%	95,659

Daily Pivots for day following 26-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	106.02	104.98	99.96
R3	103.28	102.24	99.20
R2	100.54	100.54	98.95
R1	99.50	99.50	98.70	100.02
PP	97.80	97.80	97.80	98.07
S1	96.76	96.76	98.20	97.28
S2	95.06	95.06	97.95
S3	92.32	94.02	97.70
S4	89.58	91.28	96.94

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	108.73	106.70	98.47
R3	104.45	102.42	97.30
R2	100.17	100.17	96.90
R1	98.14	98.14	96.51	99.16
PP	95.89	95.89	95.89	96.39
S1	93.86	93.86	95.73	94.88
S2	91.61	91.61	95.34
S3	87.33	89.58	94.94
S4	83.05	85.30	93.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.85	94.78	4.07	4.1%	2.21	2.2%	90%	True	False	18,088
10	98.85	90.69	8.16	8.3%	1.95	2.0%	95%	True	False	17,095
20	98.85	85.60	13.25	13.5%	2.08	2.1%	97%	True	False	17,532

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110.50
2.618	106.02
1.618	103.28
1.000	101.59
0.618	100.54
HIGH	98.85
0.618	97.80
0.500	97.48
0.382	97.16
LOW	96.11
0.618	94.42
1.000	93.37
1.618	91.68
2.618	88.94
4.250	84.47

Fisher Pivots for day following 26-Feb-2008
Pivot	1 day	3 day
R1	98.13	97.93
PP	97.80	97.40
S1	97.48	96.88

Download as Excel Spreadsheet

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

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