NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 19-Dec-2007
Day Change Summary
Previous Current
18-Dec-2007 19-Dec-2007 Change Change % Previous Week
Open 87.61 87.97 0.36 0.4% 85.68
High 87.61 87.97 0.36 0.4% 88.85
Low 87.61 87.97 0.36 0.4% 85.68
Close 87.61 88.34 0.73 0.8% 88.45
Range
ATR 1.01 0.97 -0.05 -4.6% 0.00
Volume 514 547 33 6.4% 1,843
Daily Pivots for day following 19-Dec-2007
Classic Woodie Camarilla DeMark
R4 88.09 88.22 88.34
R3 88.09 88.22 88.34
R2 88.09 88.09 88.34
R1 88.22 88.22 88.34 88.16
PP 88.09 88.09 88.09 88.06
S1 88.22 88.22 88.34 88.16
S2 88.09 88.09 88.34
S3 88.09 88.22 88.34
S4 88.09 88.22 88.34
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 97.17 95.98 90.19
R3 94.00 92.81 89.32
R2 90.83 90.83 89.03
R1 89.64 89.64 88.74 90.24
PP 87.66 87.66 87.66 87.96
S1 86.47 86.47 88.16 87.07
S2 84.49 84.49 87.87
S3 81.32 83.30 87.58
S4 78.15 80.13 86.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.75 87.61 1.14 1.3% 0.07 0.1% 64% False False 308
10 88.85 85.48 3.37 3.8% 0.17 0.2% 85% False False 383
20 88.91 84.43 4.48 5.1% 0.08 0.1% 87% False False 470
40 88.91 79.61 9.30 10.5% 0.04 0.0% 94% False False 456
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Fibonacci Retracements and Extensions
4.250 87.97
2.618 87.97
1.618 87.97
1.000 87.97
0.618 87.97
HIGH 87.97
0.618 87.97
0.500 87.97
0.382 87.97
LOW 87.97
0.618 87.97
1.000 87.97
1.618 87.97
2.618 87.97
4.250 87.97
Fisher Pivots for day following 19-Dec-2007
Pivot 1 day 3 day
R1 88.22 88.16
PP 88.09 87.97
S1 87.97 87.79

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

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