NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 91.50 91.02 -0.48 -0.5% 96.33
High 92.10 91.34 -0.76 -0.8% 96.33
Low 91.03 90.40 -0.63 -0.7% 90.40
Close 91.35 90.58 -0.77 -0.8% 90.58
Range 1.07 0.94 -0.13 -12.1% 5.93
ATR 2.09 2.01 -0.08 -3.9% 0.00
Volume 4,634 3,889 -745 -16.1% 16,511
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.59 93.03 91.10
R3 92.65 92.09 90.84
R2 91.71 91.71 90.75
R1 91.15 91.15 90.67 90.96
PP 90.77 90.77 90.77 90.68
S1 90.21 90.21 90.49 90.02
S2 89.83 89.83 90.41
S3 88.89 89.27 90.32
S4 87.95 88.33 90.06
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 110.23 106.33 93.84
R3 104.30 100.40 92.21
R2 98.37 98.37 91.67
R1 94.47 94.47 91.12 93.46
PP 92.44 92.44 92.44 91.93
S1 88.54 88.54 90.04 87.53
S2 86.51 86.51 89.49
S3 80.58 82.61 88.95
S4 74.65 76.68 87.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.33 90.40 5.93 6.5% 2.01 2.2% 3% False True 3,302
10 97.22 90.40 6.82 7.5% 1.60 1.8% 3% False True 4,235
20 97.22 88.05 9.17 10.1% 1.59 1.8% 28% False False 3,282
40 97.22 85.12 12.10 13.4% 1.87 2.1% 45% False False 2,650
60 97.22 81.00 16.22 17.9% 1.50 1.7% 59% False False 2,288
80 97.22 75.05 22.17 24.5% 1.19 1.3% 70% False False 1,955
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 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 95.34
2.618 93.80
1.618 92.86
1.000 92.28
0.618 91.92
HIGH 91.34
0.618 90.98
0.500 90.87
0.382 90.76
LOW 90.40
0.618 89.82
1.000 89.46
1.618 88.88
2.618 87.94
4.250 86.41
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 90.87 92.84
PP 90.77 92.08
S1 90.68 91.33

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

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