NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 24-Jan-2008

Day Change Summary
	Previous	Current
	23-Jan-2008	24-Jan-2008	Change	Change %	Previous Week
Open	86.48	85.35	-1.13	-1.3%	88.88
High	86.48	86.85	0.37	0.4%	90.47
Low	84.50	84.75	0.25	0.3%	86.50
Close	84.62	86.65	2.03	2.4%	87.11
Range	1.98	2.10	0.12	6.1%	3.97
ATR	2.13	2.13	0.01	0.4%	0.00
Volume	24,861	15,232	-9,629	-38.7%	71,708

Daily Pivots for day following 24-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	92.38	91.62	87.81
R3	90.28	89.52	87.23
R2	88.18	88.18	87.04
R1	87.42	87.42	86.84	87.80
PP	86.08	86.08	86.08	86.28
S1	85.32	85.32	86.46	85.70
S2	83.98	83.98	86.27
S3	81.88	83.22	86.07
S4	79.78	81.12	85.50

Weekly Pivots for week ending 18-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	99.94	97.49	89.29
R3	95.97	93.52	88.20
R2	92.00	92.00	87.84
R1	89.55	89.55	87.47	88.79
PP	88.03	88.03	88.03	87.65
S1	85.58	85.58	86.75	84.82
S2	84.06	84.06	86.38
S3	80.09	81.61	86.02
S4	76.12	77.64	84.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.75	83.90	4.85	5.6%	2.31	2.7%	57%	False	False	17,302
10	91.11	83.90	7.21	8.3%	2.08	2.4%	38%	False	False	16,621

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.78
2.618	92.35
1.618	90.25
1.000	88.95
0.618	88.15
HIGH	86.85
0.618	86.05
0.500	85.80
0.382	85.55
LOW	84.75
0.618	83.45
1.000	82.65
1.618	81.35
2.618	79.25
4.250	75.83

Fisher Pivots for day following 24-Jan-2008
Pivot	1 day	3 day
R1	86.37	86.33
PP	86.08	86.02
S1	85.80	85.70

Download as Excel Spreadsheet

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

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