NYMEX Light Sweet Crude Oil Future February 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 97.87 97.65 -0.22 -0.2% 96.31
High 97.87 97.65 -0.22 -0.2% 96.31
Low 97.87 97.10 -0.77 -0.8% 95.18
Close 97.87 97.14 -0.73 -0.7% 95.56
Range 0.00 0.55 0.55 1.13
ATR 1.08 1.06 -0.02 -2.0% 0.00
Volume 1,435 460 -975 -67.9% 1,139
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 98.95 98.59 97.44
R3 98.40 98.04 97.29
R2 97.85 97.85 97.24
R1 97.49 97.49 97.19 97.40
PP 97.30 97.30 97.30 97.25
S1 96.94 96.94 97.09 96.85
S2 96.75 96.75 97.04
S3 96.20 96.39 96.99
S4 95.65 95.84 96.84
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 99.07 98.45 96.18
R3 97.94 97.32 95.87
R2 96.81 96.81 95.77
R1 96.19 96.19 95.66 95.94
PP 95.68 95.68 95.68 95.56
S1 95.06 95.06 95.46 94.81
S2 94.55 94.55 95.35
S3 93.42 93.93 95.25
S4 92.29 92.80 94.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.87 95.28 2.59 2.7% 0.13 0.1% 72% False False 776
10 97.87 91.39 6.48 6.7% 0.07 0.1% 89% False False 489
20 97.87 86.06 11.81 12.2% 0.14 0.1% 94% False False 291
40 97.87 84.00 13.87 14.3% 0.11 0.1% 95% False False 296
60 97.87 84.00 13.87 14.3% 0.10 0.1% 95% False False 382
80 97.87 82.95 14.92 15.4% 0.08 0.1% 95% False False 355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.99
2.618 99.09
1.618 98.54
1.000 98.20
0.618 97.99
HIGH 97.65
0.618 97.44
0.500 97.38
0.382 97.31
LOW 97.10
0.618 96.76
1.000 96.55
1.618 96.21
2.618 95.66
4.250 94.76
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 97.38 97.09
PP 97.30 97.03
S1 97.22 96.98

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

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