NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 111.00 108.57 -2.43 -2.2% 112.30
High 111.00 108.57 -2.43 -2.2% 114.20
Low 109.38 108.57 -0.81 -0.7% 110.43
Close 109.26 108.57 -0.69 -0.6% 113.49
Range 1.62 0.00 -1.62 -100.0% 3.77
ATR 1.71 1.63 -0.07 -4.3% 0.00
Volume 178 667 489 274.7% 1,841
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 108.57 108.57 108.57
R3 108.57 108.57 108.57
R2 108.57 108.57 108.57
R1 108.57 108.57 108.57 108.57
PP 108.57 108.57 108.57 108.57
S1 108.57 108.57 108.57 108.57
S2 108.57 108.57 108.57
S3 108.57 108.57 108.57
S4 108.57 108.57 108.57
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 124.02 122.52 115.56
R3 120.25 118.75 114.53
R2 116.48 116.48 114.18
R1 114.98 114.98 113.84 115.73
PP 112.71 112.71 112.71 113.08
S1 111.21 111.21 113.14 111.96
S2 108.94 108.94 112.80
S3 105.17 107.44 112.45
S4 101.40 103.67 111.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.03 108.57 5.46 5.0% 0.69 0.6% 0% False True 498
10 114.20 108.57 5.63 5.2% 0.75 0.7% 0% False True 477
20 114.20 100.96 13.24 12.2% 1.10 1.0% 57% False False 540
40 114.20 96.69 17.51 16.1% 1.00 0.9% 68% False False 571
60 114.20 86.00 28.20 26.0% 0.78 0.7% 80% False False 674
80 114.20 84.44 29.76 27.4% 0.61 0.6% 81% False False 611
100 114.20 84.44 29.76 27.4% 0.56 0.5% 81% False False 569
120 114.20 82.46 31.74 29.2% 0.70 0.6% 82% False False 604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.02
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 108.57
2.618 108.57
1.618 108.57
1.000 108.57
0.618 108.57
HIGH 108.57
0.618 108.57
0.500 108.57
0.382 108.57
LOW 108.57
0.618 108.57
1.000 108.57
1.618 108.57
2.618 108.57
4.250 108.57
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 108.57 109.92
PP 108.57 109.47
S1 108.57 109.02

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

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