NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 12-Feb-2008
Day Change Summary
Previous Current
11-Feb-2008 12-Feb-2008 Change Change % Previous Week
Open 91.27 91.00 -0.27 -0.3% 88.35
High 91.54 91.50 -0.04 0.0% 89.17
Low 91.20 90.95 -0.25 -0.3% 86.00
Close 91.51 91.00 -0.51 -0.6% 90.08
Range 0.34 0.55 0.21 61.8% 3.17
ATR 1.17 1.13 -0.04 -3.7% 0.00
Volume 178 185 7 3.9% 6,072
Daily Pivots for day following 12-Feb-2008
Classic Woodie Camarilla DeMark
R4 92.80 92.45 91.30
R3 92.25 91.90 91.15
R2 91.70 91.70 91.10
R1 91.35 91.35 91.05 91.28
PP 91.15 91.15 91.15 91.11
S1 90.80 90.80 90.95 90.73
S2 90.60 90.60 90.90
S3 90.05 90.25 90.85
S4 89.50 89.70 90.70
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 97.93 97.17 91.82
R3 94.76 94.00 90.95
R2 91.59 91.59 90.66
R1 90.83 90.83 90.37 91.21
PP 88.42 88.42 88.42 88.61
S1 87.66 87.66 89.79 88.04
S2 85.25 85.25 89.50
S3 82.08 84.49 89.21
S4 78.91 81.32 88.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.54 86.00 5.54 6.1% 0.43 0.5% 90% False False 1,249
10 91.54 86.00 5.54 6.1% 0.25 0.3% 90% False False 711
20 91.54 84.44 7.10 7.8% 0.18 0.2% 92% False False 584
40 93.93 84.44 9.49 10.4% 0.16 0.2% 69% False False 474
60 93.93 83.94 9.99 11.0% 0.52 0.6% 71% False False 615
80 93.93 78.79 15.14 16.6% 0.62 0.7% 81% False False 612
100 93.93 73.20 20.73 22.8% 0.53 0.6% 86% False False 590
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.84
2.618 92.94
1.618 92.39
1.000 92.05
0.618 91.84
HIGH 91.50
0.618 91.29
0.500 91.23
0.382 91.16
LOW 90.95
0.618 90.61
1.000 90.40
1.618 90.06
2.618 89.51
4.250 88.61
Fisher Pivots for day following 12-Feb-2008
Pivot 1 day 3 day
R1 91.23 90.77
PP 91.15 90.55
S1 91.08 90.32

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

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