NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 89.79 90.00 0.21 0.2% 88.75
High 89.79 90.00 0.21 0.2% 90.00
Low 89.79 90.00 0.21 0.2% 88.75
Close 89.79 87.77 -2.02 -2.2% 87.77
Range
ATR 0.98 0.92 -0.05 -5.6% 0.00
Volume 205 93 -112 -54.6% 740
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 89.26 88.51 87.77
R3 89.26 88.51 87.77
R2 89.26 89.26 87.77
R1 88.51 88.51 87.77 88.89
PP 89.26 89.26 89.26 89.44
S1 88.51 88.51 87.77 88.89
S2 89.26 89.26 87.77
S3 89.26 88.51 87.77
S4 89.26 88.51 87.77
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 92.59 91.43 88.46
R3 91.34 90.18 88.11
R2 90.09 90.09 88.00
R1 88.93 88.93 87.88 88.89
PP 88.84 88.84 88.84 88.82
S1 87.68 87.68 87.66 87.64
S2 87.59 87.59 87.54
S3 86.34 86.43 87.43
S4 85.09 85.18 87.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.00 88.75 1.25 1.4% 0.00 0.0% -78% True False 148
10 90.00 84.00 6.00 6.8% 0.00 0.0% 63% True False 293
20 93.22 84.00 9.22 10.5% 0.01 0.0% 41% False False 317
40 94.33 84.00 10.33 11.8% 0.08 0.1% 36% False False 346
60 94.33 82.95 11.38 13.0% 0.05 0.1% 42% False False 367
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 90.00
2.618 90.00
1.618 90.00
1.000 90.00
0.618 90.00
HIGH 90.00
0.618 90.00
0.500 90.00
0.382 90.00
LOW 90.00
0.618 90.00
1.000 90.00
1.618 90.00
2.618 90.00
4.250 90.00
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 90.00 89.60
PP 89.26 88.99
S1 88.51 88.38

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

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