NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 10-Jan-2008
Day Change Summary
Previous Current
09-Jan-2008 10-Jan-2008 Change Change % Previous Week
Open 90.16 89.15 -1.01 -1.1% 90.11
High 90.16 89.15 -1.01 -1.1% 94.33
Low 90.16 88.95 -1.21 -1.3% 90.11
Close 90.16 88.75 -1.41 -1.6% 93.22
Range 0.00 0.20 0.20 4.22
ATR 1.00 1.01 0.02 1.5% 0.00
Volume 59 301 242 410.2% 208
Daily Pivots for day following 10-Jan-2008
Classic Woodie Camarilla DeMark
R4 89.55 89.35 88.86
R3 89.35 89.15 88.81
R2 89.15 89.15 88.79
R1 88.95 88.95 88.77 88.95
PP 88.95 88.95 88.95 88.95
S1 88.75 88.75 88.73 88.75
S2 88.75 88.75 88.71
S3 88.55 88.55 88.70
S4 88.35 88.35 88.64
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 93.22 88.95 4.27 4.8% 0.04 0.0% -5% False True 149
10 94.33 88.95 5.38 6.1% 0.16 0.2% -4% False True 122
20 94.33 87.61 6.72 7.6% 0.10 0.1% 17% False False 295
40 94.33 82.95 11.38 12.8% 0.08 0.1% 51% False False 372
60 94.33 78.05 16.28 18.3% 0.05 0.1% 66% False False 383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.00
2.618 89.67
1.618 89.47
1.000 89.35
0.618 89.27
HIGH 89.15
0.618 89.07
0.500 89.05
0.382 89.03
LOW 88.95
0.618 88.83
1.000 88.75
1.618 88.63
2.618 88.43
4.250 88.10
Fisher Pivots for day following 10-Jan-2008
Pivot 1 day 3 day
R1 89.05 90.31
PP 88.95 89.79
S1 88.85 89.27

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

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