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

Download as Excel Spreadsheet

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

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