NYMEX Light Sweet Crude Oil Future August 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 90.83 90.25 -0.58 -0.6% 95.59
High 90.96 91.90 0.94 1.0% 95.59
Low 89.97 90.22 0.25 0.3% 89.97
Close 90.23 91.69 1.46 1.6% 90.23
Range 0.99 1.68 0.69 69.7% 5.62
ATR 1.63 1.64 0.00 0.2% 0.00
Volume 1,777 3,416 1,639 92.2% 9,749
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.31 95.68 92.61
R3 94.63 94.00 92.15
R2 92.95 92.95 92.00
R1 92.32 92.32 91.84 92.64
PP 91.27 91.27 91.27 91.43
S1 90.64 90.64 91.54 90.96
S2 89.59 89.59 91.38
S3 87.91 88.96 91.23
S4 86.23 87.28 90.77
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 94.85 89.97 4.88 5.3% 1.48 1.6% 35% False False 2,302
10 96.35 89.97 6.38 7.0% 1.45 1.6% 27% False False 2,153
20 96.35 88.54 7.81 8.5% 1.15 1.3% 40% False False 1,884
40 96.35 85.59 10.76 11.7% 1.25 1.4% 57% False False 1,492
60 96.35 80.08 16.27 17.7% 0.90 1.0% 71% False False 1,396
80 96.35 74.41 21.94 23.9% 0.71 0.8% 79% False False 1,167
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.04
2.618 96.30
1.618 94.62
1.000 93.58
0.618 92.94
HIGH 91.90
0.618 91.26
0.500 91.06
0.382 90.86
LOW 90.22
0.618 89.18
1.000 88.54
1.618 87.50
2.618 85.82
4.250 83.08
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 91.48 91.57
PP 91.27 91.45
S1 91.06 91.33

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

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