NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 85.65 85.68 0.03 0.0% 85.89
High 86.96 85.68 -1.28 -1.5% 86.96
Low 85.65 85.68 0.03 0.0% 85.07
Close 85.71 85.68 -0.03 0.0% 85.71
Range 1.31 0.00 -1.31 -100.0% 1.89
ATR 1.05 0.98 -0.07 -6.9% 0.00
Volume 573 1,250 677 118.2% 4,570
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 85.68 85.68 85.68
R3 85.68 85.68 85.68
R2 85.68 85.68 85.68
R1 85.68 85.68 85.68 85.68
PP 85.68 85.68 85.68 85.68
S1 85.68 85.68 85.68 85.68
S2 85.68 85.68 85.68
S3 85.68 85.68 85.68
S4 85.68 85.68 85.68
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 91.58 90.54 86.75
R3 89.69 88.65 86.23
R2 87.80 87.80 86.06
R1 86.76 86.76 85.88 86.34
PP 85.91 85.91 85.91 85.70
S1 84.87 84.87 85.54 84.45
S2 84.02 84.02 85.36
S3 82.13 82.98 85.19
S4 80.24 81.09 84.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.96 85.07 1.89 2.2% 0.26 0.3% 32% False False 794
10 86.96 84.43 2.53 3.0% 0.13 0.2% 49% False False 738
20 88.91 82.95 5.96 7.0% 0.07 0.1% 46% False False 439
40 88.91 78.05 10.86 12.7% 0.03 0.0% 70% False False 421
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.68
2.618 85.68
1.618 85.68
1.000 85.68
0.618 85.68
HIGH 85.68
0.618 85.68
0.500 85.68
0.382 85.68
LOW 85.68
0.618 85.68
1.000 85.68
1.618 85.68
2.618 85.68
4.250 85.68
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 85.68 86.22
PP 85.68 86.04
S1 85.68 85.86

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

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