NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 93.15 94.30 1.15 1.2% 90.20
High 93.70 96.23 2.53 2.7% 93.98
Low 92.20 94.30 2.10 2.3% 90.20
Close 92.92 96.22 3.30 3.6% 92.76
Range 1.50 1.93 0.43 28.7% 3.78
ATR 1.46 1.60 0.13 9.0% 0.00
Volume 1,080 3,124 2,044 189.3% 7,871
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 101.37 100.73 97.28
R3 99.44 98.80 96.75
R2 97.51 97.51 96.57
R1 96.87 96.87 96.40 97.19
PP 95.58 95.58 95.58 95.75
S1 94.94 94.94 96.04 95.26
S2 93.65 93.65 95.87
S3 91.72 93.01 95.69
S4 89.79 91.08 95.16
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 103.65 101.99 94.84
R3 99.87 98.21 93.80
R2 96.09 96.09 93.45
R1 94.43 94.43 93.11 95.26
PP 92.31 92.31 92.31 92.73
S1 90.65 90.65 92.41 91.48
S2 88.53 88.53 92.07
S3 84.75 86.87 91.72
S4 80.97 83.09 90.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.23 91.81 4.42 4.6% 0.95 1.0% 100% True False 2,316
10 96.23 88.54 7.69 8.0% 1.00 1.0% 100% True False 1,775
20 96.23 85.59 10.64 11.1% 1.21 1.3% 100% True False 1,729
40 96.23 85.59 10.64 11.1% 1.05 1.1% 100% True False 1,215
60 96.23 75.35 20.88 21.7% 0.72 0.8% 100% True False 1,146
80 96.23 72.10 24.13 25.1% 0.57 0.6% 100% True False 1,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.43
2.618 101.28
1.618 99.35
1.000 98.16
0.618 97.42
HIGH 96.23
0.618 95.49
0.500 95.27
0.382 95.04
LOW 94.30
0.618 93.11
1.000 92.37
1.618 91.18
2.618 89.25
4.250 86.10
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 95.90 95.55
PP 95.58 94.88
S1 95.27 94.22

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

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