NYMEX Light Sweet Crude Oil Future August 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 92.68 90.83 -1.85 -2.0% 95.59
High 92.68 90.96 -1.72 -1.9% 95.59
Low 90.64 89.97 -0.67 -0.7% 89.97
Close 90.96 90.23 -0.73 -0.8% 90.23
Range 2.04 0.99 -1.05 -51.5% 5.62
ATR 1.68 1.63 -0.05 -2.9% 0.00
Volume 3,621 1,777 -1,844 -50.9% 9,749
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.36 92.78 90.77
R3 92.37 91.79 90.50
R2 91.38 91.38 90.41
R1 90.80 90.80 90.32 90.60
PP 90.39 90.39 90.39 90.28
S1 89.81 89.81 90.14 89.61
S2 89.40 89.40 90.05
S3 88.41 88.82 89.96
S4 87.42 87.83 89.69
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 108.79 105.13 93.32
R3 103.17 99.51 91.78
R2 97.55 97.55 91.26
R1 93.89 93.89 90.75 92.91
PP 91.93 91.93 91.93 91.44
S1 88.27 88.27 89.71 87.29
S2 86.31 86.31 89.20
S3 80.69 82.65 88.68
S4 75.07 77.03 87.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.59 89.97 5.62 6.2% 1.70 1.9% 5% False True 1,949
10 96.35 89.97 6.38 7.1% 1.36 1.5% 4% False True 2,411
20 96.35 87.60 8.75 9.7% 1.24 1.4% 30% False False 1,749
40 96.35 85.59 10.76 11.9% 1.25 1.4% 43% False False 1,424
60 96.35 80.08 16.27 18.0% 0.87 1.0% 62% False False 1,346
80 96.35 74.41 21.94 24.3% 0.69 0.8% 72% False False 1,125
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.17
2.618 93.55
1.618 92.56
1.000 91.95
0.618 91.57
HIGH 90.96
0.618 90.58
0.500 90.47
0.382 90.35
LOW 89.97
0.618 89.36
1.000 88.98
1.618 88.37
2.618 87.38
4.250 85.76
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 90.47 92.35
PP 90.39 91.64
S1 90.31 90.94

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

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