NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 87.84 86.69 -1.15 -1.3% 89.55
High 88.37 88.00 -0.37 -0.4% 91.48
Low 86.62 86.28 -0.34 -0.4% 88.29
Close 86.96 87.98 1.02 1.2% 88.64
Range 1.75 1.72 -0.03 -1.7% 3.19
ATR 2.04 2.02 -0.02 -1.1% 0.00
Volume 3,803 4,775 972 25.6% 41,102
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 92.58 92.00 88.93
R3 90.86 90.28 88.45
R2 89.14 89.14 88.30
R1 88.56 88.56 88.14 88.85
PP 87.42 87.42 87.42 87.57
S1 86.84 86.84 87.82 87.13
S2 85.70 85.70 87.66
S3 83.98 85.12 87.51
S4 82.26 83.40 87.03
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.04 97.03 90.39
R3 95.85 93.84 89.52
R2 92.66 92.66 89.22
R1 90.65 90.65 88.93 90.06
PP 89.47 89.47 89.47 89.18
S1 87.46 87.46 88.35 86.87
S2 86.28 86.28 88.06
S3 83.09 84.27 87.76
S4 79.90 81.08 86.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.73 86.28 4.45 5.1% 1.93 2.2% 38% False True 5,000
10 91.48 86.28 5.20 5.9% 1.82 2.1% 33% False True 7,098
20 92.25 85.17 7.08 8.0% 1.80 2.0% 40% False False 6,254
40 97.22 85.17 12.05 13.7% 1.75 2.0% 23% False False 4,653
60 97.22 85.12 12.10 13.8% 1.83 2.1% 24% False False 3,756
80 97.22 80.55 16.67 18.9% 1.56 1.8% 45% False False 3,185
100 97.22 74.70 22.52 25.6% 1.29 1.5% 59% False False 2,738
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.31
2.618 92.50
1.618 90.78
1.000 89.72
0.618 89.06
HIGH 88.00
0.618 87.34
0.500 87.14
0.382 86.94
LOW 86.28
0.618 85.22
1.000 84.56
1.618 83.50
2.618 81.78
4.250 78.97
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 87.70 87.95
PP 87.42 87.91
S1 87.14 87.88

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

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