NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 98.15 98.05 -0.10 -0.1% 96.15
High 98.15 98.40 0.25 0.3% 96.57
Low 98.15 97.66 -0.49 -0.5% 95.30
Close 98.15 97.36 -0.79 -0.8% 95.83
Range 0.00 0.74 0.74 1.27
ATR 1.19 1.16 -0.03 -2.7% 0.00
Volume 1,758 227 -1,531 -87.1% 2,300
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 100.03 99.43 97.77
R3 99.29 98.69 97.56
R2 98.55 98.55 97.50
R1 97.95 97.95 97.43 97.88
PP 97.81 97.81 97.81 97.77
S1 97.21 97.21 97.29 97.14
S2 97.07 97.07 97.22
S3 96.33 96.47 97.16
S4 95.59 95.73 96.95
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 98.40 95.30 3.10 3.2% 0.26 0.3% 66% True False 743
10 98.40 91.25 7.15 7.3% 0.41 0.4% 85% True False 906
20 98.40 86.00 12.40 12.7% 0.33 0.3% 92% True False 808
40 98.40 84.44 13.96 14.3% 0.22 0.2% 93% True False 618
60 98.40 83.94 14.46 14.9% 0.41 0.4% 93% True False 604
80 98.40 82.46 15.94 16.4% 0.65 0.7% 93% True False 635
100 98.40 74.49 23.91 24.6% 0.55 0.6% 96% True False 625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.55
2.618 100.34
1.618 99.60
1.000 99.14
0.618 98.86
HIGH 98.40
0.618 98.12
0.500 98.03
0.382 97.94
LOW 97.66
0.618 97.20
1.000 96.92
1.618 96.46
2.618 95.72
4.250 94.52
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 98.03 97.38
PP 97.81 97.37
S1 97.58 97.37

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

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