NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 89.70 89.98 0.28 0.3% 86.22
High 89.70 89.98 0.28 0.3% 88.25
Low 89.45 89.98 0.53 0.6% 84.44
Close 89.97 89.98 0.01 0.0% 88.25
Range 0.25 0.00 -0.25 -100.0% 3.81
ATR 1.05 0.97 -0.07 -7.1% 0.00
Volume 71 484 413 581.7% 2,047
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 89.98 89.98 89.98
R3 89.98 89.98 89.98
R2 89.98 89.98 89.98
R1 89.98 89.98 89.98 89.98
PP 89.98 89.98 89.98 89.98
S1 89.98 89.98 89.98 89.98
S2 89.98 89.98 89.98
S3 89.98 89.98 89.98
S4 89.98 89.98 89.98
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 89.98 87.68 2.30 2.6% 0.11 0.1% 100% True False 292
10 89.98 84.44 5.54 6.2% 0.14 0.2% 100% True False 463
20 93.93 84.44 9.49 10.5% 0.07 0.1% 58% False False 431
40 93.93 84.44 9.49 10.5% 0.37 0.4% 58% False False 511
60 93.93 82.46 11.47 12.7% 0.73 0.8% 66% False False 581
80 93.93 75.30 18.63 20.7% 0.61 0.7% 79% False False 549
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.98
2.618 89.98
1.618 89.98
1.000 89.98
0.618 89.98
HIGH 89.98
0.618 89.98
0.500 89.98
0.382 89.98
LOW 89.98
0.618 89.98
1.000 89.98
1.618 89.98
2.618 89.98
4.250 89.98
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 89.98 89.87
PP 89.98 89.75
S1 89.98 89.64

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

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