NYMEX Light Sweet Crude Oil Future July 2008

Trading Metrics calculated at close of trading on 14-Jan-2008

Day Change Summary
	Previous	Current
	11-Jan-2008	14-Jan-2008	Change	Change %	Previous Week
Open	91.02	90.88	-0.14	-0.2%	96.33
High	91.34	92.25	0.91	1.0%	96.33
Low	90.40	90.87	0.47	0.5%	90.40
Close	90.58	92.09	1.51	1.7%	90.58
Range	0.94	1.38	0.44	46.8%	5.93
ATR	2.01	1.98	-0.02	-1.2%	0.00
Volume	3,889	10,390	6,501	167.2%	16,511

Daily Pivots for day following 14-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	95.88	95.36	92.85
R3	94.50	93.98	92.47
R2	93.12	93.12	92.34
R1	92.60	92.60	92.22	92.86
PP	91.74	91.74	91.74	91.87
S1	91.22	91.22	91.96	91.48
S2	90.36	90.36	91.84
S3	88.98	89.84	91.71
S4	87.60	88.46	91.33

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	95.27	90.40	4.87	5.3%	1.62	1.8%	35%	False	False	4,993
10	97.22	90.40	6.82	7.4%	1.61	1.7%	25%	False	False	4,369
20	97.22	88.77	8.45	9.2%	1.45	1.6%	39%	False	False	3,644
40	97.22	85.12	12.10	13.1%	1.89	2.0%	58%	False	False	2,882
60	97.22	81.04	16.18	17.6%	1.52	1.7%	68%	False	False	2,446
80	97.22	75.05	22.17	24.1%	1.21	1.3%	77%	False	False	2,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.12
2.618	95.86
1.618	94.48
1.000	93.63
0.618	93.10
HIGH	92.25
0.618	91.72
0.500	91.56
0.382	91.40
LOW	90.87
0.618	90.02
1.000	89.49
1.618	88.64
2.618	87.26
4.250	85.01

Fisher Pivots for day following 14-Jan-2008
Pivot	1 day	3 day
R1	91.91	91.84
PP	91.74	91.58
S1	91.56	91.33

Download as Excel Spreadsheet

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

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