NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 21-Feb-2008
Day Change Summary
Previous Current
20-Feb-2008 21-Feb-2008 Change Change % Previous Week
Open 95.48 96.00 0.52 0.5% 91.27
High 96.57 96.05 -0.52 -0.5% 93.92
Low 95.48 96.00 0.52 0.5% 90.95
Close 96.64 95.40 -1.24 -1.3% 93.17
Range 1.09 0.05 -1.04 -95.4% 2.97
ATR 1.29 1.24 -0.05 -3.6% 0.00
Volume 113 735 622 550.4% 4,823
Daily Pivots for day following 21-Feb-2008
Classic Woodie Camarilla DeMark
R4 95.97 95.73 95.43
R3 95.92 95.68 95.41
R2 95.87 95.87 95.41
R1 95.63 95.63 95.40 95.73
PP 95.82 95.82 95.82 95.86
S1 95.58 95.58 95.40 95.68
S2 95.77 95.77 95.39
S3 95.72 95.53 95.39
S4 95.67 95.48 95.37
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 96.57 92.74 3.83 4.0% 0.53 0.6% 69% False False 1,073
10 96.57 86.00 10.57 11.1% 0.50 0.5% 89% False False 951
20 96.57 86.00 10.57 11.1% 0.28 0.3% 89% False False 729
40 96.57 84.44 12.13 12.7% 0.20 0.2% 90% False False 559
60 96.57 83.94 12.63 13.2% 0.48 0.5% 91% False False 621
80 96.57 82.46 14.11 14.8% 0.65 0.7% 92% False False 640
100 96.57 73.20 23.37 24.5% 0.55 0.6% 95% False False 614
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.26
2.618 96.18
1.618 96.13
1.000 96.10
0.618 96.08
HIGH 96.05
0.618 96.03
0.500 96.03
0.382 96.02
LOW 96.00
0.618 95.97
1.000 95.95
1.618 95.92
2.618 95.87
4.250 95.79
Fisher Pivots for day following 21-Feb-2008
Pivot 1 day 3 day
R1 96.03 96.03
PP 95.82 95.82
S1 95.61 95.61

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

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