NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 87.09 86.19 -0.90 -1.0% 87.90
High 87.16 86.19 -0.97 -1.1% 89.98
Low 87.09 86.19 -0.90 -1.0% 87.45
Close 87.16 86.19 -0.97 -1.1% 87.89
Range 0.07 0.00 -0.07 -100.0% 2.53
ATR 1.09 1.08 -0.01 -0.8% 0.00
Volume 63 2,807 2,744 4,355.6% 1,529
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 86.19 86.19 86.19
R3 86.19 86.19 86.19
R2 86.19 86.19 86.19
R1 86.19 86.19 86.19 86.19
PP 86.19 86.19 86.19 86.19
S1 86.19 86.19 86.19 86.19
S2 86.19 86.19 86.19
S3 86.19 86.19 86.19
S4 86.19 86.19 86.19
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.03 94.49 89.28
R3 93.50 91.96 88.59
R2 90.97 90.97 88.35
R1 89.43 89.43 88.12 88.94
PP 88.44 88.44 88.44 88.19
S1 86.90 86.90 87.66 86.41
S2 85.91 85.91 87.43
S3 83.38 84.37 87.19
S4 80.85 81.84 86.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.98 86.19 3.79 4.4% 0.01 0.0% 0% False True 720
10 89.98 86.19 3.79 4.4% 0.06 0.1% 0% False True 506
20 90.53 84.44 6.09 7.1% 0.07 0.1% 29% False False 537
40 93.93 84.44 9.49 11.0% 0.17 0.2% 18% False False 447
60 93.93 82.46 11.47 13.3% 0.62 0.7% 33% False False 580
80 93.93 78.37 15.56 18.1% 0.60 0.7% 50% False False 574
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 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.19
2.618 86.19
1.618 86.19
1.000 86.19
0.618 86.19
HIGH 86.19
0.618 86.19
0.500 86.19
0.382 86.19
LOW 86.19
0.618 86.19
1.000 86.19
1.618 86.19
2.618 86.19
4.250 86.19
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 86.19 87.27
PP 86.19 86.91
S1 86.19 86.55

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

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