NYMEX Light Sweet Crude Oil Future January 2009


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 88.25 87.90 -0.35 -0.4% 86.22
High 88.25 88.00 -0.25 -0.3% 88.25
Low 88.25 87.68 -0.57 -0.6% 84.44
Close 88.25 88.95 0.70 0.8% 88.25
Range 0.00 0.32 0.32 3.81
ATR 1.20 1.16 -0.05 -3.8% 0.00
Volume 55 140 85 154.5% 2,047
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 89.17 89.38 89.13
R3 88.85 89.06 89.04
R2 88.53 88.53 89.01
R1 88.74 88.74 88.98 88.64
PP 88.21 88.21 88.21 88.16
S1 88.42 88.42 88.92 88.32
S2 87.89 87.89 88.89
S3 87.57 88.10 88.86
S4 87.25 87.78 88.77
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 98.41 97.14 90.35
R3 94.60 93.33 89.30
R2 90.79 90.79 88.95
R1 89.52 89.52 88.60 90.16
PP 86.98 86.98 86.98 87.30
S1 85.71 85.71 87.90 86.35
S2 83.17 83.17 87.55
S3 79.36 81.90 87.20
S4 75.55 78.09 86.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.25 84.44 3.81 4.3% 0.19 0.2% 118% False False 437
10 89.86 84.44 5.42 6.1% 0.11 0.1% 83% False False 427
20 93.93 84.44 9.49 10.7% 0.13 0.1% 48% False False 399
40 93.93 83.94 9.99 11.2% 0.50 0.6% 50% False False 495
60 93.93 82.46 11.47 12.9% 0.77 0.9% 57% False False 579
80 93.93 74.49 19.44 21.9% 0.61 0.7% 74% False False 583
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 0.01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.36
2.618 88.84
1.618 88.52
1.000 88.32
0.618 88.20
HIGH 88.00
0.618 87.88
0.500 87.84
0.382 87.80
LOW 87.68
0.618 87.48
1.000 87.36
1.618 87.16
2.618 86.84
4.250 86.32
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 88.58 88.42
PP 88.21 87.88
S1 87.84 87.35

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

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