NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 84.00 84.27 0.27 0.3% 89.52
High 84.00 84.27 0.27 0.3% 89.52
Low 84.00 84.27 0.27 0.3% 86.43
Close 86.01 84.27 -1.74 -2.0% 86.61
Range
ATR 1.07 1.11 0.05 4.5% 0.00
Volume 215 1,185 970 451.2% 1,572
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 84.27 84.27 84.27
R3 84.27 84.27 84.27
R2 84.27 84.27 84.27
R1 84.27 84.27 84.27 84.27
PP 84.27 84.27 84.27 84.27
S1 84.27 84.27 84.27 84.27
S2 84.27 84.27 84.27
S3 84.27 84.27 84.27
S4 84.27 84.27 84.27
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.79 94.79 88.31
R3 93.70 91.70 87.46
R2 90.61 90.61 87.18
R1 88.61 88.61 86.89 88.07
PP 87.52 87.52 87.52 87.25
S1 85.52 85.52 86.33 84.98
S2 84.43 84.43 86.04
S3 81.34 82.43 85.76
S4 78.25 79.34 84.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.18 84.00 3.18 3.8% 0.00 0.0% 8% False False 402
10 90.16 84.00 6.16 7.3% 0.02 0.0% 4% False False 480
20 94.33 84.00 10.33 12.3% 0.08 0.1% 3% False False 312
40 94.33 84.00 10.33 12.3% 0.08 0.1% 3% False False 449
60 94.33 82.21 12.12 14.4% 0.05 0.1% 17% False False 411
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 84.27
2.618 84.27
1.618 84.27
1.000 84.27
0.618 84.27
HIGH 84.27
0.618 84.27
0.500 84.27
0.382 84.27
LOW 84.27
0.618 84.27
1.000 84.27
1.618 84.27
2.618 84.27
4.250 84.27
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 84.27 85.31
PP 84.27 84.96
S1 84.27 84.62

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

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