NYMEX Light Sweet Crude Oil Future August 2008

Trading Metrics calculated at close of trading on 07-Jan-2008

Day Change Summary
	Previous	Current
	04-Jan-2008	07-Jan-2008	Change	Change %	Previous Week
Open	95.00	95.59	0.59	0.6%	93.15
High	95.41	95.59	0.18	0.2%	96.35
Low	95.00	92.85	-2.15	-2.3%	92.20
Close	95.59	93.03	-2.56	-2.7%	95.59
Range	0.41	2.74	2.33	568.3%	4.15
ATR	1.50	1.59	0.09	5.9%	0.00
Volume	1,439	1,655	216	15.0%	8,374

Daily Pivots for day following 07-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	102.04	100.28	94.54
R3	99.30	97.54	93.78
R2	96.56	96.56	93.53
R1	94.80	94.80	93.28	94.31
PP	93.82	93.82	93.82	93.58
S1	92.06	92.06	92.78	91.57
S2	91.08	91.08	92.53
S3	88.34	89.32	92.28
S4	85.60	86.58	91.52

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	107.16	105.53	97.87
R3	103.01	101.38	96.73
R2	98.86	98.86	96.35
R1	97.23	97.23	95.97	98.05
PP	94.71	94.71	94.71	95.12
S1	93.08	93.08	95.21	93.90
S2	90.56	90.56	94.83
S3	86.41	88.93	94.45
S4	82.26	84.78	93.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.35	92.20	4.15	4.5%	1.42	1.5%	20%	False	False	2,005
10	96.35	90.20	6.15	6.6%	0.87	0.9%	46%	False	False	2,079
20	96.35	85.59	10.76	11.6%	1.22	1.3%	69%	False	False	1,594
40	96.35	85.59	10.76	11.6%	1.14	1.2%	69%	False	False	1,328
60	96.35	77.45	18.90	20.3%	0.78	0.8%	82%	False	False	1,227
80	96.35	73.86	22.49	24.2%	0.61	0.7%	85%	False	False	1,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	107.24
2.618	102.76
1.618	100.02
1.000	98.33
0.618	97.28
HIGH	95.59
0.618	94.54
0.500	94.22
0.382	93.90
LOW	92.85
0.618	91.16
1.000	90.11
1.618	88.42
2.618	85.68
4.250	81.21

Fisher Pivots for day following 07-Jan-2008
Pivot	1 day	3 day
R1	94.22	94.60
PP	93.82	94.08
S1	93.43	93.55

Download as Excel Spreadsheet

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

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