NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 130.28 135.39 5.11 3.9% 123.07
High 133.70 135.70 2.00 1.5% 125.35
Low 130.28 131.90 1.62 1.2% 121.78
Close 134.39 130.44 -3.95 -2.9% 125.11
Range 3.42 3.80 0.38 11.1% 3.57
ATR 2.05 2.18 0.12 6.1% 0.00
Volume 799 954 155 19.4% 3,963
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 144.08 141.06 132.53
R3 140.28 137.26 131.49
R2 136.48 136.48 131.14
R1 133.46 133.46 130.79 133.07
PP 132.68 132.68 132.68 132.49
S1 129.66 129.66 130.09 129.27
S2 128.88 128.88 129.74
S3 125.08 125.86 129.40
S4 121.28 122.06 128.35
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 134.79 133.52 127.07
R3 131.22 129.95 126.09
R2 127.65 127.65 125.76
R1 126.38 126.38 125.44 127.02
PP 124.08 124.08 124.08 124.40
S1 122.81 122.81 124.78 123.45
S2 120.51 120.51 124.46
S3 116.94 119.24 124.13
S4 113.37 115.67 123.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 135.70 124.98 10.72 8.2% 2.28 1.7% 51% True False 630
10 135.70 121.78 13.92 10.7% 1.67 1.3% 62% True False 767
20 135.70 108.15 27.55 21.1% 1.14 0.9% 81% True False 617
40 135.70 95.99 39.71 30.4% 0.60 0.5% 87% True False 467
60 135.70 95.99 39.71 30.4% 0.44 0.3% 87% True False 456
80 135.70 86.06 49.64 38.1% 0.36 0.3% 89% True False 415
100 135.70 84.00 51.70 39.6% 0.31 0.2% 90% True False 392
120 135.70 84.00 51.70 39.6% 0.27 0.2% 90% True False 419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151.85
2.618 145.65
1.618 141.85
1.000 139.50
0.618 138.05
HIGH 135.70
0.618 134.25
0.500 133.80
0.382 133.35
LOW 131.90
0.618 129.55
1.000 128.10
1.618 125.75
2.618 121.95
4.250 115.75
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 133.80 131.00
PP 132.68 130.81
S1 131.56 130.63

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

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