NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 123.78 123.07 -0.71 -0.6% 115.35
High 123.78 123.08 -0.70 -0.6% 123.78
Low 122.98 121.78 -1.20 -1.0% 115.35
Close 123.75 122.15 -1.60 -1.3% 123.75
Range 0.80 1.30 0.50 62.5% 8.43
ATR 1.78 1.80 0.01 0.8% 0.00
Volume 1,267 849 -418 -33.0% 3,822
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 126.24 125.49 122.87
R3 124.94 124.19 122.51
R2 123.64 123.64 122.39
R1 122.89 122.89 122.27 122.62
PP 122.34 122.34 122.34 122.20
S1 121.59 121.59 122.03 121.32
S2 121.04 121.04 121.91
S3 119.74 120.29 121.79
S4 118.44 118.99 121.44
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 146.25 143.43 128.39
R3 137.82 135.00 126.07
R2 129.39 129.39 125.30
R1 126.57 126.57 124.52 127.98
PP 120.96 120.96 120.96 121.67
S1 118.14 118.14 122.98 119.55
S2 112.53 112.53 122.20
S3 104.10 109.71 121.43
S4 95.67 101.28 119.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123.78 117.37 6.41 5.2% 1.43 1.2% 75% False False 818
10 123.78 108.15 15.63 12.8% 0.81 0.7% 90% False False 613
20 123.78 107.85 15.93 13.0% 0.45 0.4% 90% False False 473
40 123.78 95.99 27.79 22.8% 0.23 0.2% 94% False False 404
60 123.78 92.96 30.82 25.2% 0.21 0.2% 95% False False 443
80 123.78 84.00 39.78 32.6% 0.18 0.1% 96% False False 378
100 123.78 84.00 39.78 32.6% 0.16 0.1% 96% False False 380
120 123.78 84.00 39.78 32.6% 0.15 0.1% 96% False False 389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128.61
2.618 126.48
1.618 125.18
1.000 124.38
0.618 123.88
HIGH 123.08
0.618 122.58
0.500 122.43
0.382 122.28
LOW 121.78
0.618 120.98
1.000 120.48
1.618 119.68
2.618 118.38
4.250 116.26
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 122.43 121.95
PP 122.34 121.74
S1 122.24 121.54

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

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