NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 96.31 95.18 -1.13 -1.2% 89.30
High 96.31 95.25 -1.06 -1.1% 92.96
Low 96.31 95.18 -1.13 -1.2% 89.30
Close 96.31 96.35 0.04 0.0% 92.96
Range 0.00 0.07 0.07 3.66
ATR 1.11 1.11 0.00 0.1% 0.00
Volume 48 25 -23 -47.9% 1,276
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 95.80 96.15 96.39
R3 95.73 96.08 96.37
R2 95.66 95.66 96.36
R1 96.01 96.01 96.36 95.84
PP 95.59 95.59 95.59 95.51
S1 95.94 95.94 96.34 95.77
S2 95.52 95.52 96.34
S3 95.45 95.87 96.33
S4 95.38 95.80 96.31
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 102.72 101.50 94.97
R3 99.06 97.84 93.97
R2 95.40 95.40 93.63
R1 94.18 94.18 93.30 94.79
PP 91.74 91.74 91.74 92.05
S1 90.52 90.52 92.62 91.13
S2 88.08 88.08 92.29
S3 84.42 86.86 91.95
S4 80.76 83.20 90.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.31 91.39 4.92 5.1% 0.01 0.0% 101% False False 202
10 96.31 86.06 10.25 10.6% 0.21 0.2% 100% False False 141
20 96.31 84.27 12.04 12.5% 0.11 0.1% 100% False False 190
40 96.31 84.00 12.31 12.8% 0.09 0.1% 100% False False 252
60 96.31 84.00 12.31 12.8% 0.09 0.1% 100% False False 343
80 96.31 81.29 15.02 15.6% 0.07 0.1% 100% False False 343
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 95.55
2.618 95.43
1.618 95.36
1.000 95.32
0.618 95.29
HIGH 95.25
0.618 95.22
0.500 95.22
0.382 95.21
LOW 95.18
0.618 95.14
1.000 95.11
1.618 95.07
2.618 95.00
4.250 94.88
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 95.97 95.78
PP 95.59 95.21
S1 95.22 94.64

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

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