NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 100.04 100.95 0.91 0.9% 99.58
High 100.04 100.95 0.91 0.9% 100.71
Low 100.04 100.95 0.91 0.9% 96.57
Close 100.04 100.95 0.91 0.9% 99.30
Range
ATR 1.37 1.34 -0.03 -2.4% 0.00
Volume 76 5 -71 -93.4% 1,907
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 100.95 100.95 100.95
R3 100.95 100.95 100.95
R2 100.95 100.95 100.95
R1 100.95 100.95 100.95 100.95
PP 100.95 100.95 100.95 100.95
S1 100.95 100.95 100.95 100.95
S2 100.95 100.95 100.95
S3 100.95 100.95 100.95
S4 100.95 100.95 100.95
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 111.28 109.43 101.58
R3 107.14 105.29 100.44
R2 103.00 103.00 100.06
R1 101.15 101.15 99.68 100.01
PP 98.86 98.86 98.86 98.29
S1 97.01 97.01 98.92 95.87
S2 94.72 94.72 98.54
S3 90.58 92.87 98.16
S4 86.44 88.73 97.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.95 99.30 1.65 1.6% 0.00 0.0% 100% True False 317
10 100.95 96.57 4.38 4.3% 0.17 0.2% 100% True False 263
20 100.95 90.70 10.25 10.2% 0.10 0.1% 100% True False 367
40 100.95 84.00 16.95 16.8% 0.10 0.1% 100% True False 291
60 100.95 84.00 16.95 16.8% 0.10 0.1% 100% True False 314
80 100.95 83.78 17.17 17.0% 0.09 0.1% 100% True False 349
100 100.95 78.05 22.90 22.7% 0.07 0.1% 100% True False 361
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
4.250 100.95
2.618 100.95
1.618 100.95
1.000 100.95
0.618 100.95
HIGH 100.95
0.618 100.95
0.500 100.95
0.382 100.95
LOW 100.95
0.618 100.95
1.000 100.95
1.618 100.95
2.618 100.95
4.250 100.95
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 100.95 100.68
PP 100.95 100.40
S1 100.95 100.13

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

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