NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 85.68 86.99 1.31 1.5% 85.89
High 85.68 86.99 1.31 1.5% 86.96
Low 85.68 86.99 1.31 1.5% 85.07
Close 85.68 86.99 1.31 1.5% 85.71
Range
ATR 0.98 1.00 0.02 2.4% 0.00
Volume 1,250 240 -1,010 -80.8% 4,570
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 86.99 86.99 86.99
R3 86.99 86.99 86.99
R2 86.99 86.99 86.99
R1 86.99 86.99 86.99 86.99
PP 86.99 86.99 86.99 86.99
S1 86.99 86.99 86.99 86.99
S2 86.99 86.99 86.99
S3 86.99 86.99 86.99
S4 86.99 86.99 86.99
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 86.99 85.07 1.92 2.2% 0.26 0.3% 100% True False 472
10 86.99 84.43 2.56 2.9% 0.13 0.2% 100% True False 759
20 88.91 82.95 5.96 6.9% 0.07 0.1% 68% False False 449
40 88.91 78.05 10.86 12.5% 0.03 0.0% 82% False False 427
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 86.99
2.618 86.99
1.618 86.99
1.000 86.99
0.618 86.99
HIGH 86.99
0.618 86.99
0.500 86.99
0.382 86.99
LOW 86.99
0.618 86.99
1.000 86.99
1.618 86.99
2.618 86.99
4.250 86.99
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 86.99 86.77
PP 86.99 86.54
S1 86.99 86.32

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

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