NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 15-Feb-2008
Day Change Summary
Previous Current
14-Feb-2008 15-Feb-2008 Change Change % Previous Week
Open 93.61 93.18 -0.43 -0.5% 91.27
High 93.61 93.92 0.31 0.3% 93.92
Low 93.61 92.74 -0.87 -0.9% 90.95
Close 93.61 93.17 -0.44 -0.5% 93.17
Range 0.00 1.18 1.18 2.97
ATR 1.14 1.15 0.00 0.2% 0.00
Volume 589 3,161 2,572 436.7% 4,823
Daily Pivots for day following 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.82 96.17 93.82
R3 95.64 94.99 93.49
R2 94.46 94.46 93.39
R1 93.81 93.81 93.28 93.55
PP 93.28 93.28 93.28 93.14
S1 92.63 92.63 93.06 92.37
S2 92.10 92.10 92.95
S3 90.92 91.45 92.85
S4 89.74 90.27 92.52
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 101.59 100.35 94.80
R3 98.62 97.38 93.99
R2 95.65 95.65 93.71
R1 94.41 94.41 93.44 95.03
PP 92.68 92.68 92.68 92.99
S1 91.44 91.44 92.90 92.06
S2 89.71 89.71 92.63
S3 86.74 88.47 92.35
S4 83.77 85.50 91.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.92 90.95 2.97 3.2% 0.44 0.5% 75% True False 964
10 93.92 86.00 7.92 8.5% 0.36 0.4% 91% True False 1,089
20 93.92 84.44 9.48 10.2% 0.25 0.3% 92% True False 775
40 93.93 84.44 9.49 10.2% 0.16 0.2% 92% False False 558
60 93.93 83.94 9.99 10.7% 0.46 0.5% 92% False False 655
80 93.93 79.93 14.00 15.0% 0.64 0.7% 95% False False 655
100 93.93 73.20 20.73 22.2% 0.54 0.6% 96% False False 602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.94
2.618 97.01
1.618 95.83
1.000 95.10
0.618 94.65
HIGH 93.92
0.618 93.47
0.500 93.33
0.382 93.19
LOW 92.74
0.618 92.01
1.000 91.56
1.618 90.83
2.618 89.65
4.250 87.73
Fisher Pivots for day following 15-Feb-2008
Pivot 1 day 3 day
R1 93.33 92.98
PP 93.28 92.78
S1 93.22 92.59

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

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