NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 04-Jan-2008
Day Change Summary
Previous Current
03-Jan-2008 04-Jan-2008 Change Change % Previous Week
Open 96.50 95.53 -0.97 -1.0% 93.90
High 97.22 96.00 -1.22 -1.3% 97.22
Low 96.21 95.17 -1.04 -1.1% 92.74
Close 96.85 96.00 -0.85 -0.9% 96.00
Range 1.01 0.83 -0.18 -17.8% 4.48
ATR 1.97 1.95 -0.02 -1.0% 0.00
Volume 5,505 4,564 -941 -17.1% 16,789
Daily Pivots for day following 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 98.21 97.94 96.46
R3 97.38 97.11 96.23
R2 96.55 96.55 96.15
R1 96.28 96.28 96.08 96.42
PP 95.72 95.72 95.72 95.79
S1 95.45 95.45 95.92 95.59
S2 94.89 94.89 95.85
S3 94.06 94.62 95.77
S4 93.23 93.79 95.54
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 108.76 106.86 98.46
R3 104.28 102.38 97.23
R2 99.80 99.80 96.82
R1 97.90 97.90 96.41 98.85
PP 95.32 95.32 95.32 95.80
S1 93.42 93.42 95.59 94.37
S2 90.84 90.84 95.18
S3 86.36 88.94 94.77
S4 81.88 84.46 93.54
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 4.7% 1.18 1.2% 73% False False 5,169
10 97.22 89.79 7.43 7.7% 1.16 1.2% 84% False False 3,580
20 97.22 85.12 12.10 12.6% 2.01 2.1% 90% False False 2,976
40 97.22 85.12 12.10 12.6% 1.72 1.8% 90% False False 2,416
60 97.22 76.40 20.82 21.7% 1.35 1.4% 94% False False 2,121
80 97.22 73.20 24.02 25.0% 1.08 1.1% 95% False False 1,801
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 0.18
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 99.53
2.618 98.17
1.618 97.34
1.000 96.83
0.618 96.51
HIGH 96.00
0.618 95.68
0.500 95.59
0.382 95.49
LOW 95.17
0.618 94.66
1.000 94.34
1.618 93.83
2.618 93.00
4.250 91.64
Fisher Pivots for day following 04-Jan-2008
Pivot 1 day 3 day
R1 95.86 96.20
PP 95.72 96.13
S1 95.59 96.07

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

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