NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 11-Feb-2008
Day Change Summary
Previous Current
08-Feb-2008 11-Feb-2008 Change Change % Previous Week
Open 88.90 89.30 0.40 0.4% 88.50
High 88.90 91.15 2.25 2.5% 88.90
Low 88.85 89.30 0.45 0.5% 86.06
Close 89.90 91.29 1.39 1.5% 89.90
Range 0.05 1.85 1.80 3,600.0% 2.84
ATR 1.01 1.07 0.06 6.0% 0.00
Volume 1 61 60 6,000.0% 130
Daily Pivots for day following 11-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.13 95.56 92.31
R3 94.28 93.71 91.80
R2 92.43 92.43 91.63
R1 91.86 91.86 91.46 92.15
PP 90.58 90.58 90.58 90.72
S1 90.01 90.01 91.12 90.30
S2 88.73 88.73 90.95
S3 86.88 88.16 90.78
S4 85.03 86.31 90.27
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 96.81 96.19 91.46
R3 93.97 93.35 90.68
R2 91.13 91.13 90.42
R1 90.51 90.51 90.16 90.82
PP 88.29 88.29 88.29 88.44
S1 87.67 87.67 89.64 87.98
S2 85.45 85.45 89.38
S3 82.61 84.83 89.12
S4 79.77 81.99 88.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.15 86.06 5.09 5.6% 0.38 0.4% 103% True False 35
10 91.15 86.06 5.09 5.6% 0.19 0.2% 103% True False 88
20 91.15 84.00 7.15 7.8% 0.10 0.1% 102% True False 215
40 94.33 84.00 10.33 11.3% 0.10 0.1% 71% False False 288
60 94.33 83.78 10.55 11.6% 0.09 0.1% 71% False False 344
80 94.33 78.05 16.28 17.8% 0.06 0.1% 81% False False 359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 86 trading days
Fibonacci Retracements and Extensions
4.250 99.01
2.618 95.99
1.618 94.14
1.000 93.00
0.618 92.29
HIGH 91.15
0.618 90.44
0.500 90.23
0.382 90.01
LOW 89.30
0.618 88.16
1.000 87.45
1.618 86.31
2.618 84.46
4.250 81.44
Fisher Pivots for day following 11-Feb-2008
Pivot 1 day 3 day
R1 90.94 90.51
PP 90.58 89.73
S1 90.23 88.95

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

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