NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 88.94 89.31 0.37 0.4% 87.70
High 88.94 89.31 0.37 0.4% 88.94
Low 88.94 89.31 0.37 0.4% 87.61
Close 88.94 89.31 0.37 0.4% 88.94
Range
ATR 0.92 0.88 -0.04 -4.3% 0.00
Volume 1,201 289 -912 -75.9% 3,745
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 89.31 89.31 89.31
R3 89.31 89.31 89.31
R2 89.31 89.31 89.31
R1 89.31 89.31 89.31 89.31
PP 89.31 89.31 89.31 89.31
S1 89.31 89.31 89.31 89.31
S2 89.31 89.31 89.31
S3 89.31 89.31 89.31
S4 89.31 89.31 89.31
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 92.49 92.04 89.67
R3 91.16 90.71 89.31
R2 89.83 89.83 89.18
R1 89.38 89.38 89.06 89.61
PP 88.50 88.50 88.50 88.61
S1 88.05 88.05 88.82 88.28
S2 87.17 87.17 88.70
S3 85.84 86.72 88.57
S4 84.51 85.39 88.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.31 87.61 1.70 1.9% 0.00 0.0% 100% True False 750
10 89.31 86.99 2.32 2.6% 0.04 0.0% 100% True False 462
20 89.31 84.43 4.88 5.5% 0.08 0.1% 100% True False 600
40 89.31 82.21 7.10 7.9% 0.04 0.0% 100% True False 465
Crabel Price Patterns
NR False
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 0.00
Fibonacci Retracements and Extensions
4.250 89.31
2.618 89.31
1.618 89.31
1.000 89.31
0.618 89.31
HIGH 89.31
0.618 89.31
0.500 89.31
0.382 89.31
LOW 89.31
0.618 89.31
1.000 89.31
1.618 89.31
2.618 89.31
4.250 89.31
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 89.31 89.10
PP 89.31 88.89
S1 89.31 88.68

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

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