NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 96.30 98.66 2.36 2.5% 93.75
High 98.85 99.40 0.55 0.6% 97.91
Low 96.11 97.36 1.25 1.3% 93.63
Close 98.45 97.60 -0.85 -0.9% 96.12
Range 2.74 2.04 -0.70 -25.5% 4.28
ATR 2.13 2.12 -0.01 -0.3% 0.00
Volume 13,635 15,845 2,210 16.2% 95,659
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 104.24 102.96 98.72
R3 102.20 100.92 98.16
R2 100.16 100.16 97.97
R1 98.88 98.88 97.79 98.50
PP 98.12 98.12 98.12 97.93
S1 96.84 96.84 97.41 96.46
S2 96.08 96.08 97.23
S3 94.04 94.80 97.04
S4 92.00 92.76 96.48
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 99.40 94.78 4.62 4.7% 2.13 2.2% 61% True False 17,579
10 99.40 92.25 7.15 7.3% 2.00 2.1% 75% True False 17,347
20 99.40 85.60 13.80 14.1% 2.13 2.2% 87% True False 17,577
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.07
2.618 104.74
1.618 102.70
1.000 101.44
0.618 100.66
HIGH 99.40
0.618 98.62
0.500 98.38
0.382 98.14
LOW 97.36
0.618 96.10
1.000 95.32
1.618 94.06
2.618 92.02
4.250 88.69
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 98.38 97.56
PP 98.12 97.52
S1 97.86 97.48

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

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