NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 87.30 87.87 0.57 0.7% 87.11
High 88.86 89.57 0.71 0.8% 88.86
Low 87.05 87.35 0.30 0.3% 83.90
Close 88.47 89.15 0.68 0.8% 88.47
Range 1.81 2.22 0.41 22.7% 4.96
ATR 2.14 2.14 0.01 0.3% 0.00
Volume 20,801 21,427 626 3.0% 72,180
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 95.35 94.47 90.37
R3 93.13 92.25 89.76
R2 90.91 90.91 89.56
R1 90.03 90.03 89.35 90.47
PP 88.69 88.69 88.69 88.91
S1 87.81 87.81 88.95 88.25
S2 86.47 86.47 88.74
S3 84.25 85.59 88.54
S4 82.03 83.37 87.93
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.96 100.17 91.20
R3 97.00 95.21 89.83
R2 92.04 92.04 89.38
R1 90.25 90.25 88.92 91.15
PP 87.08 87.08 87.08 87.52
S1 85.29 85.29 88.02 86.19
S2 82.12 82.12 87.56
S3 77.16 80.33 87.11
S4 72.20 75.37 85.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.57 83.90 5.67 6.4% 2.34 2.6% 93% True False 18,721
10 90.47 83.90 6.57 7.4% 2.14 2.4% 80% False False 16,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.01
2.618 95.38
1.618 93.16
1.000 91.79
0.618 90.94
HIGH 89.57
0.618 88.72
0.500 88.46
0.382 88.20
LOW 87.35
0.618 85.98
1.000 85.13
1.618 83.76
2.618 81.54
4.250 77.92
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 88.92 88.49
PP 88.69 87.82
S1 88.46 87.16

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

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