NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
22-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 95.30 96.36 1.06 1.1% 96.15
High 95.80 96.36 0.56 0.6% 96.57
Low 95.30 96.36 1.06 1.1% 95.30
Close 95.83 96.36 0.53 0.6% 95.83
Range 0.50 0.00 -0.50 -100.0% 1.27
ATR 1.19 1.14 -0.05 -4.0% 0.00
Volume 682 316 -366 -53.7% 2,300
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.36 96.36 96.36
R3 96.36 96.36 96.36
R2 96.36 96.36 96.36
R1 96.36 96.36 96.36 96.36
PP 96.36 96.36 96.36 96.36
S1 96.36 96.36 96.36 96.36
S2 96.36 96.36 96.36
S3 96.36 96.36 96.36
S4 96.36 96.36 96.36
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.71 99.04 96.53
R3 98.44 97.77 96.18
R2 97.17 97.17 96.06
R1 96.50 96.50 95.95 96.20
PP 95.90 95.90 95.90 95.75
S1 95.23 95.23 95.71 94.93
S2 94.63 94.63 95.60
S3 93.36 93.96 95.48
S4 92.09 92.69 95.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.57 95.30 1.27 1.3% 0.40 0.4% 83% False False 523
10 96.57 90.95 5.62 5.8% 0.42 0.4% 96% False False 743
20 96.57 86.00 10.57 11.0% 0.31 0.3% 98% False False 752
40 96.57 84.44 12.13 12.6% 0.21 0.2% 98% False False 575
60 96.57 83.94 12.63 13.1% 0.43 0.4% 98% False False 637
80 96.57 82.46 14.11 14.6% 0.65 0.7% 99% False False 623
100 96.57 73.60 22.97 23.8% 0.54 0.6% 99% False False 619
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 0.06
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.36
2.618 96.36
1.618 96.36
1.000 96.36
0.618 96.36
HIGH 96.36
0.618 96.36
0.500 96.36
0.382 96.36
LOW 96.36
0.618 96.36
1.000 96.36
1.618 96.36
2.618 96.36
4.250 96.36
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 96.36 96.18
PP 96.36 96.01
S1 96.36 95.83

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

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