NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 24-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 24-Mar-2008 Change Change % Previous Week
Open 97.48 97.35 -0.13 -0.1% 98.71
High 97.48 97.35 -0.13 -0.1% 100.96
Low 97.48 97.35 -0.13 -0.1% 97.48
Close 97.48 97.08 -0.40 -0.4% 97.48
Range
ATR 1.68 1.57 -0.11 -6.6% 0.00
Volume 363 629 266 73.3% 2,150
Daily Pivots for day following 24-Mar-2008
Classic Woodie Camarilla DeMark
R4 97.26 97.17 97.08
R3 97.26 97.17 97.08
R2 97.26 97.26 97.08
R1 97.17 97.17 97.08 97.22
PP 97.26 97.26 97.26 97.28
S1 97.17 97.17 97.08 97.22
S2 97.26 97.26 97.08
S3 97.26 97.17 97.08
S4 97.26 97.17 97.08
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.08 106.76 99.39
R3 105.60 103.28 98.44
R2 102.12 102.12 98.12
R1 99.80 99.80 97.80 99.22
PP 98.64 98.64 98.64 98.35
S1 96.32 96.32 97.16 95.74
S2 95.16 95.16 96.84
S3 91.68 92.84 96.52
S4 88.20 89.36 95.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.96 97.35 3.61 3.7% 0.00 0.0% -7% False True 555
10 103.55 97.35 6.20 6.4% 0.13 0.1% -4% False True 635
20 103.55 96.08 7.47 7.7% 0.15 0.2% 13% False False 563
40 103.55 86.06 17.49 18.0% 0.13 0.1% 63% False False 370
60 103.55 84.00 19.55 20.1% 0.11 0.1% 67% False False 348
80 103.55 84.00 19.55 20.1% 0.11 0.1% 67% False False 411
100 103.55 82.21 21.34 22.0% 0.08 0.1% 70% False False 395
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 97.35
2.618 97.35
1.618 97.35
1.000 97.35
0.618 97.35
HIGH 97.35
0.618 97.35
0.500 97.35
0.382 97.35
LOW 97.35
0.618 97.35
1.000 97.35
1.618 97.35
2.618 97.35
4.250 97.35
Fisher Pivots for day following 24-Mar-2008
Pivot 1 day 3 day
R1 97.35 97.56
PP 97.26 97.40
S1 97.17 97.24

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

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