NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 97.77 97.48 -0.29 -0.3% 100.04
High 97.77 97.48 -0.29 -0.3% 103.55
Low 97.77 97.48 -0.29 -0.3% 100.04
Close 97.77 97.48 -0.29 -0.3% 102.82
Range
ATR 1.78 1.68 -0.11 -6.0% 0.00
Volume 1,371 363 -1,008 -73.5% 3,576
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 97.48 97.48 97.48
R3 97.48 97.48 97.48
R2 97.48 97.48 97.48
R1 97.48 97.48 97.48 97.48
PP 97.48 97.48 97.48 97.48
S1 97.48 97.48 97.48 97.48
S2 97.48 97.48 97.48
S3 97.48 97.48 97.48
S4 97.48 97.48 97.48
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 112.67 111.25 104.75
R3 109.16 107.74 103.79
R2 105.65 105.65 103.46
R1 104.23 104.23 103.14 104.94
PP 102.14 102.14 102.14 102.49
S1 100.72 100.72 102.50 101.43
S2 98.63 98.63 102.18
S3 95.12 97.21 101.85
S4 91.61 93.70 100.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.55 97.48 6.07 6.2% 0.22 0.2% 0% False True 807
10 103.55 97.48 6.07 6.2% 0.13 0.1% 0% False True 581
20 103.55 95.56 7.99 8.2% 0.15 0.2% 24% False False 582
40 103.55 86.06 17.49 17.9% 0.13 0.1% 65% False False 358
60 103.55 84.00 19.55 20.1% 0.11 0.1% 69% False False 343
80 103.55 84.00 19.55 20.1% 0.11 0.1% 69% False False 404
100 103.55 82.21 21.34 21.9% 0.08 0.1% 72% False False 390
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 97.48
2.618 97.48
1.618 97.48
1.000 97.48
0.618 97.48
HIGH 97.48
0.618 97.48
0.500 97.48
0.382 97.48
LOW 97.48
0.618 97.48
1.000 97.48
1.618 97.48
2.618 97.48
4.250 97.48
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 97.48 99.22
PP 97.48 98.64
S1 97.48 98.06

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

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