NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 14-Feb-2008
Day Change Summary
Previous Current
13-Feb-2008 14-Feb-2008 Change Change % Previous Week
Open 91.30 93.61 2.31 2.5% 88.35
High 91.40 93.61 2.21 2.4% 89.17
Low 91.25 93.61 2.36 2.6% 86.00
Close 91.58 93.61 2.03 2.2% 90.08
Range 0.15 0.00 -0.15 -100.0% 3.17
ATR 1.08 1.14 0.07 6.3% 0.00
Volume 710 589 -121 -17.0% 6,072
Daily Pivots for day following 14-Feb-2008
Classic Woodie Camarilla DeMark
R4 93.61 93.61 93.61
R3 93.61 93.61 93.61
R2 93.61 93.61 93.61
R1 93.61 93.61 93.61 93.61
PP 93.61 93.61 93.61 93.61
S1 93.61 93.61 93.61 93.61
S2 93.61 93.61 93.61
S3 93.61 93.61 93.61
S4 93.61 93.61 93.61
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 93.61 89.10 4.51 4.8% 0.22 0.2% 100% True False 765
10 93.61 86.00 7.61 8.1% 0.24 0.3% 100% True False 785
20 93.61 84.44 9.17 9.8% 0.19 0.2% 100% True False 624
40 93.93 84.44 9.49 10.1% 0.16 0.2% 97% False False 491
60 93.93 83.94 9.99 10.7% 0.48 0.5% 97% False False 606
80 93.93 78.79 15.14 16.2% 0.62 0.7% 98% False False 622
100 93.93 73.20 20.73 22.1% 0.53 0.6% 98% False False 577
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.02
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.61
2.618 93.61
1.618 93.61
1.000 93.61
0.618 93.61
HIGH 93.61
0.618 93.61
0.500 93.61
0.382 93.61
LOW 93.61
0.618 93.61
1.000 93.61
1.618 93.61
2.618 93.61
4.250 93.61
Fisher Pivots for day following 14-Feb-2008
Pivot 1 day 3 day
R1 93.61 93.17
PP 93.61 92.72
S1 93.61 92.28

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

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