NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 89.30 89.70 0.40 0.4% 86.22
High 89.30 89.70 0.40 0.4% 88.25
Low 89.30 89.45 0.15 0.2% 84.44
Close 89.30 89.97 0.67 0.8% 88.25
Range 0.00 0.25 0.25 3.81
ATR 1.10 1.05 -0.05 -4.5% 0.00
Volume 710 71 -639 -90.0% 2,047
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 90.46 90.46 90.11
R3 90.21 90.21 90.04
R2 89.96 89.96 90.02
R1 89.96 89.96 89.99 89.96
PP 89.71 89.71 89.71 89.71
S1 89.71 89.71 89.95 89.71
S2 89.46 89.46 89.92
S3 89.21 89.46 89.90
S4 88.96 89.21 89.83
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 89.70 86.44 3.26 3.6% 0.11 0.1% 108% True False 292
10 89.70 84.44 5.26 5.8% 0.14 0.2% 105% True False 455
20 93.93 84.44 9.49 10.5% 0.13 0.1% 58% False False 410
40 93.93 83.94 9.99 11.1% 0.44 0.5% 60% False False 503
60 93.93 82.46 11.47 12.7% 0.76 0.8% 65% False False 576
80 93.93 74.49 19.44 21.6% 0.61 0.7% 80% False False 557
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 2 trading days
Fibonacci Retracements and Extensions
4.250 90.76
2.618 90.35
1.618 90.10
1.000 89.95
0.618 89.85
HIGH 89.70
0.618 89.60
0.500 89.58
0.382 89.55
LOW 89.45
0.618 89.30
1.000 89.20
1.618 89.05
2.618 88.80
4.250 88.39
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 89.84 89.54
PP 89.71 89.12
S1 89.58 88.69

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

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