NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 27-Mar-2008
Day Change Summary
Previous Current
26-Mar-2008 27-Mar-2008 Change Change % Previous Week
Open 100.97 101.90 0.93 0.9% 98.71
High 100.97 101.90 0.93 0.9% 100.96
Low 100.97 101.90 0.93 0.9% 97.48
Close 100.97 101.90 0.93 0.9% 97.48
Range
ATR 1.62 1.58 -0.05 -3.1% 0.00
Volume 226 10 -216 -95.6% 2,150
Daily Pivots for day following 27-Mar-2008
Classic Woodie Camarilla DeMark
R4 101.90 101.90 101.90
R3 101.90 101.90 101.90
R2 101.90 101.90 101.90
R1 101.90 101.90 101.90 101.90
PP 101.90 101.90 101.90 101.90
S1 101.90 101.90 101.90 101.90
S2 101.90 101.90 101.90
S3 101.90 101.90 101.90
S4 101.90 101.90 101.90
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 109.08 106.76 99.39
R3 105.60 103.28 98.44
R2 102.12 102.12 98.12
R1 99.80 99.80 97.80 99.22
PP 98.64 98.64 98.64 98.35
S1 96.32 96.32 97.16 95.74
S2 95.16 95.16 96.84
S3 91.68 92.84 96.52
S4 88.20 89.36 95.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.90 97.35 4.55 4.5% 0.00 0.0% 100% True False 250
10 103.55 97.35 6.20 6.1% 0.11 0.1% 73% False False 588
20 103.55 96.57 6.98 6.8% 0.12 0.1% 76% False False 435
40 103.55 86.06 17.49 17.2% 0.13 0.1% 91% False False 363
60 103.55 84.00 19.55 19.2% 0.11 0.1% 92% False False 342
80 103.55 84.00 19.55 19.2% 0.11 0.1% 92% False False 395
100 103.55 82.95 20.60 20.2% 0.08 0.1% 92% False False 371
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
4.250 101.90
2.618 101.90
1.618 101.90
1.000 101.90
0.618 101.90
HIGH 101.90
0.618 101.90
0.500 101.90
0.382 101.90
LOW 101.90
0.618 101.90
1.000 101.90
1.618 101.90
2.618 101.90
4.250 101.90
Fisher Pivots for day following 27-Mar-2008
Pivot 1 day 3 day
R1 101.90 101.25
PP 101.90 100.59
S1 101.90 99.94

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

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