NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 05-Mar-2008
Day Change Summary
Previous Current
04-Mar-2008 05-Mar-2008 Change Change % Previous Week
Open 96.57 100.29 3.72 3.9% 96.08
High 96.57 100.29 3.72 3.9% 99.91
Low 96.57 100.29 3.72 3.9% 96.08
Close 96.57 100.29 3.72 3.9% 99.08
Range
ATR 1.32 1.49 0.17 12.9% 0.00
Volume 207 1,198 991 478.7% 3,002
Daily Pivots for day following 05-Mar-2008
Classic Woodie Camarilla DeMark
R4 100.29 100.29 100.29
R3 100.29 100.29 100.29
R2 100.29 100.29 100.29
R1 100.29 100.29 100.29 100.29
PP 100.29 100.29 100.29 100.29
S1 100.29 100.29 100.29 100.29
S2 100.29 100.29 100.29
S3 100.29 100.29 100.29
S4 100.29 100.29 100.29
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 109.85 108.29 101.19
R3 106.02 104.46 100.13
R2 102.19 102.19 99.78
R1 100.63 100.63 99.43 101.41
PP 98.36 98.36 98.36 98.75
S1 96.80 96.80 98.73 97.58
S2 94.53 94.53 98.38
S3 90.70 92.97 98.03
S4 86.87 89.14 96.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.70 96.57 4.13 4.1% 0.23 0.2% 90% False False 357
10 100.70 95.28 5.42 5.4% 0.18 0.2% 92% False False 566
20 100.70 86.06 14.64 14.6% 0.19 0.2% 97% False False 354
40 100.70 84.00 16.70 16.7% 0.10 0.1% 98% False False 331
60 100.70 84.00 16.70 16.7% 0.12 0.1% 98% False False 345
80 100.70 82.95 17.75 17.7% 0.09 0.1% 98% False False 359
100 100.70 76.57 24.13 24.1% 0.07 0.1% 98% False False 357
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
4.250 100.29
2.618 100.29
1.618 100.29
1.000 100.29
0.618 100.29
HIGH 100.29
0.618 100.29
0.500 100.29
0.382 100.29
LOW 100.29
0.618 100.29
1.000 100.29
1.618 100.29
2.618 100.29
4.250 100.29
Fisher Pivots for day following 05-Mar-2008
Pivot 1 day 3 day
R1 100.29 99.74
PP 100.29 99.19
S1 100.29 98.64

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

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