NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 91.00 91.30 0.30 0.3% 88.35
High 91.50 91.40 -0.10 -0.1% 89.17
Low 90.95 91.25 0.30 0.3% 86.00
Close 91.00 91.58 0.58 0.6% 90.08
Range 0.55 0.15 -0.40 -72.7% 3.17
ATR 1.13 1.08 -0.05 -4.6% 0.00
Volume 185 710 525 283.8% 6,072
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 91.86 91.87 91.66
R3 91.71 91.72 91.62
R2 91.56 91.56 91.61
R1 91.57 91.57 91.59 91.57
PP 91.41 91.41 91.41 91.41
S1 91.42 91.42 91.57 91.42
S2 91.26 91.26 91.55
S3 91.11 91.27 91.54
S4 90.96 91.12 91.50
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 97.93 97.17 91.82
R3 94.76 94.00 90.95
R2 91.59 91.59 90.66
R1 90.83 90.83 90.37 91.21
PP 88.42 88.42 88.42 88.61
S1 87.66 87.66 89.79 88.04
S2 85.25 85.25 89.50
S3 82.08 84.49 89.21
S4 78.91 81.32 88.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.54 86.00 5.54 6.0% 0.46 0.5% 101% False False 830
10 91.54 86.00 5.54 6.0% 0.24 0.3% 101% False False 775
20 91.54 84.44 7.10 7.8% 0.19 0.2% 101% False False 615
40 93.93 84.44 9.49 10.4% 0.16 0.2% 75% False False 488
60 93.93 83.94 9.99 10.9% 0.51 0.6% 76% False False 615
80 93.93 78.79 15.14 16.5% 0.62 0.7% 84% False False 615
100 93.93 73.20 20.73 22.6% 0.53 0.6% 89% False False 574
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.04
2.618 91.79
1.618 91.64
1.000 91.55
0.618 91.49
HIGH 91.40
0.618 91.34
0.500 91.33
0.382 91.31
LOW 91.25
0.618 91.16
1.000 91.10
1.618 91.01
2.618 90.86
4.250 90.61
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 91.50 91.47
PP 91.41 91.36
S1 91.33 91.25

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

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