NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 08-Jan-2008
Day Change Summary
Previous Current
07-Jan-2008 08-Jan-2008 Change Change % Previous Week
Open 91.02 91.67 0.65 0.7% 90.11
High 91.02 91.67 0.65 0.7% 94.33
Low 91.02 91.67 0.65 0.7% 90.11
Close 91.02 91.67 0.65 0.7% 93.22
Range
ATR 0.98 0.96 -0.02 -2.4% 0.00
Volume 177 162 -15 -8.5% 208
Daily Pivots for day following 08-Jan-2008
Classic Woodie Camarilla DeMark
R4 91.67 91.67 91.67
R3 91.67 91.67 91.67
R2 91.67 91.67 91.67
R1 91.67 91.67 91.67 91.67
PP 91.67 91.67 91.67 91.67
S1 91.67 91.67 91.67 91.67
S2 91.67 91.67 91.67
S3 91.67 91.67 91.67
S4 91.67 91.67 91.67
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 105.21 103.44 95.54
R3 100.99 99.22 94.38
R2 96.77 96.77 93.99
R1 95.00 95.00 93.61 95.89
PP 92.55 92.55 92.55 93.00
S1 90.78 90.78 92.83 91.67
S2 88.33 88.33 92.45
S3 84.11 86.56 92.06
S4 79.89 82.34 90.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.33 91.02 3.31 3.6% 0.29 0.3% 20% False False 98
10 94.33 89.31 5.02 5.5% 0.14 0.2% 47% False False 144
20 94.33 85.68 8.65 9.4% 0.09 0.1% 69% False False 351
40 94.33 82.95 11.38 12.4% 0.08 0.1% 77% False False 365
60 94.33 76.74 17.59 19.2% 0.05 0.1% 85% False False 377
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 91.67
2.618 91.67
1.618 91.67
1.000 91.67
0.618 91.67
HIGH 91.67
0.618 91.67
0.500 91.67
0.382 91.67
LOW 91.67
0.618 91.67
1.000 91.67
1.618 91.67
2.618 91.67
4.250 91.67
Fisher Pivots for day following 08-Jan-2008
Pivot 1 day 3 day
R1 91.67 92.12
PP 91.67 91.97
S1 91.67 91.82

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

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