NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 92.10 92.96 0.86 0.9% 89.30
High 92.10 92.96 0.86 0.9% 92.96
Low 92.10 92.96 0.86 0.9% 89.30
Close 93.41 92.96 -0.45 -0.5% 92.96
Range
ATR 0.98 0.94 -0.04 -3.9% 0.00
Volume 85 810 725 852.9% 1,276
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 92.96 92.96 92.96
R3 92.96 92.96 92.96
R2 92.96 92.96 92.96
R1 92.96 92.96 92.96 92.96
PP 92.96 92.96 92.96 92.96
S1 92.96 92.96 92.96 92.96
S2 92.96 92.96 92.96
S3 92.96 92.96 92.96
S4 92.96 92.96 92.96
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 102.72 101.50 94.97
R3 99.06 97.84 93.97
R2 95.40 95.40 93.63
R1 94.18 94.18 93.30 94.79
PP 91.74 91.74 91.74 92.05
S1 90.52 90.52 92.62 91.13
S2 88.08 88.08 92.29
S3 84.42 86.86 91.95
S4 80.76 83.20 90.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.96 89.30 3.66 3.9% 0.40 0.4% 100% True False 255
10 92.96 86.06 6.90 7.4% 0.20 0.2% 100% True False 140
20 92.96 84.00 8.96 9.6% 0.10 0.1% 100% True False 216
40 94.33 84.00 10.33 11.1% 0.09 0.1% 87% False False 293
60 94.33 84.00 10.33 11.1% 0.09 0.1% 87% False False 344
80 94.33 78.45 15.88 17.1% 0.07 0.1% 91% False False 370
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 92.96
2.618 92.96
1.618 92.96
1.000 92.96
0.618 92.96
HIGH 92.96
0.618 92.96
0.500 92.96
0.382 92.96
LOW 92.96
0.618 92.96
1.000 92.96
1.618 92.96
2.618 92.96
4.250 92.96
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 92.96 92.70
PP 92.96 92.44
S1 92.96 92.18

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

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