NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 89.15 88.20 -0.95 -1.1% 91.02
High 89.15 88.20 -0.95 -1.1% 91.67
Low 88.95 88.20 -0.75 -0.8% 88.20
Close 88.75 88.20 -0.55 -0.6% 88.20
Range 0.20 0.00 -0.20 -100.0% 3.47
ATR 1.01 0.98 -0.03 -3.3% 0.00
Volume 301 1,471 1,170 388.7% 2,170
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 88.20 88.20 88.20
R3 88.20 88.20 88.20
R2 88.20 88.20 88.20
R1 88.20 88.20 88.20 88.20
PP 88.20 88.20 88.20 88.20
S1 88.20 88.20 88.20 88.20
S2 88.20 88.20 88.20
S3 88.20 88.20 88.20
S4 88.20 88.20 88.20
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 99.77 97.45 90.11
R3 96.30 93.98 89.15
R2 92.83 92.83 88.84
R1 90.51 90.51 88.52 89.94
PP 89.36 89.36 89.36 89.07
S1 87.04 87.04 87.88 86.47
S2 85.89 85.89 87.56
S3 82.42 83.57 87.25
S4 78.95 80.10 86.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.67 88.20 3.47 3.9% 0.04 0.0% 0% False True 434
10 94.33 88.20 6.13 7.0% 0.16 0.2% 0% False True 240
20 94.33 87.61 6.72 7.6% 0.10 0.1% 9% False False 361
40 94.33 83.78 10.55 12.0% 0.08 0.1% 42% False False 408
60 94.33 78.05 16.28 18.5% 0.05 0.1% 62% False False 407
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.20
2.618 88.20
1.618 88.20
1.000 88.20
0.618 88.20
HIGH 88.20
0.618 88.20
0.500 88.20
0.382 88.20
LOW 88.20
0.618 88.20
1.000 88.20
1.618 88.20
2.618 88.20
4.250 88.20
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 88.20 89.18
PP 88.20 88.85
S1 88.20 88.53

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

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