NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 03-Jan-2008
Day Change Summary
Previous Current
02-Jan-2008 03-Jan-2008 Change Change % Previous Week
Open 95.29 96.50 1.21 1.3% 90.47
High 96.85 97.22 0.37 0.4% 94.63
Low 95.25 96.21 0.96 1.0% 90.40
Close 96.80 96.85 0.05 0.1% 93.31
Range 1.60 1.01 -0.59 -36.9% 4.23
ATR 2.04 1.97 -0.07 -3.6% 0.00
Volume 3,530 5,505 1,975 55.9% 12,378
Daily Pivots for day following 03-Jan-2008
Classic Woodie Camarilla DeMark
R4 99.79 99.33 97.41
R3 98.78 98.32 97.13
R2 97.77 97.77 97.04
R1 97.31 97.31 96.94 97.54
PP 96.76 96.76 96.76 96.88
S1 96.30 96.30 96.76 96.53
S2 95.75 95.75 96.66
S3 94.74 95.29 96.57
S4 93.73 94.28 96.29
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 105.47 103.62 95.64
R3 101.24 99.39 94.47
R2 97.01 97.01 94.09
R1 95.16 95.16 93.70 96.09
PP 92.78 92.78 92.78 93.24
S1 90.93 90.93 92.92 91.86
S2 88.55 88.55 92.53
S3 84.32 86.70 92.15
S4 80.09 82.47 90.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.22 92.74 4.48 4.6% 1.30 1.3% 92% True False 4,644
10 97.22 89.40 7.82 8.1% 1.20 1.2% 95% True False 3,383
20 97.22 85.12 12.10 12.5% 2.28 2.4% 97% True False 3,098
40 97.22 85.12 12.10 12.5% 1.71 1.8% 97% True False 2,321
60 97.22 75.69 21.53 22.2% 1.36 1.4% 98% True False 2,050
80 97.22 72.25 24.97 25.8% 1.07 1.1% 99% True False 1,747
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.15
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 101.51
2.618 99.86
1.618 98.85
1.000 98.23
0.618 97.84
HIGH 97.22
0.618 96.83
0.500 96.72
0.382 96.60
LOW 96.21
0.618 95.59
1.000 95.20
1.618 94.58
2.618 93.57
4.250 91.92
Fisher Pivots for day following 03-Jan-2008
Pivot 1 day 3 day
R1 96.81 96.23
PP 96.76 95.60
S1 96.72 94.98

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

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