NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 07-Feb-2008
Day Change Summary
Previous Current
06-Feb-2008 07-Feb-2008 Change Change % Previous Week
Open 86.19 87.20 1.01 1.2% 87.90
High 86.19 87.20 1.01 1.2% 89.98
Low 86.19 86.00 -0.19 -0.2% 87.45
Close 86.19 87.20 1.01 1.2% 87.89
Range 0.00 1.20 1.20 2.53
ATR 1.08 1.09 0.01 0.8% 0.00
Volume 2,807 913 -1,894 -67.5% 1,529
Daily Pivots for day following 07-Feb-2008
Classic Woodie Camarilla DeMark
R4 90.40 90.00 87.86
R3 89.20 88.80 87.53
R2 88.00 88.00 87.42
R1 87.60 87.60 87.31 87.80
PP 86.80 86.80 86.80 86.90
S1 86.40 86.40 87.09 86.60
S2 85.60 85.60 86.98
S3 84.40 85.20 86.87
S4 83.20 84.00 86.54
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.03 94.49 89.28
R3 93.50 91.96 88.59
R2 90.97 90.97 88.35
R1 89.43 89.43 88.12 88.94
PP 88.44 88.44 88.44 88.19
S1 86.90 86.90 87.66 86.41
S2 85.91 85.91 87.43
S3 83.38 84.37 87.19
S4 80.85 81.84 86.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.35 86.00 2.35 2.7% 0.25 0.3% 51% False True 806
10 89.98 86.00 3.98 4.6% 0.18 0.2% 30% False True 549
20 89.98 84.44 5.54 6.4% 0.13 0.2% 50% False False 580
40 93.93 84.44 9.49 10.9% 0.20 0.2% 29% False False 438
60 93.93 82.46 11.47 13.2% 0.62 0.7% 41% False False 594
80 93.93 78.37 15.56 17.8% 0.61 0.7% 57% False False 585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 92.30
2.618 90.34
1.618 89.14
1.000 88.40
0.618 87.94
HIGH 87.20
0.618 86.74
0.500 86.60
0.382 86.46
LOW 86.00
0.618 85.26
1.000 84.80
1.618 84.06
2.618 82.86
4.250 80.90
Fisher Pivots for day following 07-Feb-2008
Pivot 1 day 3 day
R1 87.00 87.00
PP 86.80 86.80
S1 86.60 86.60

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

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