NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 90.25 90.03 -0.22 -0.2% 95.59
High 91.90 90.19 -1.71 -1.9% 95.59
Low 90.22 89.46 -0.76 -0.8% 89.97
Close 91.69 90.07 -1.62 -1.8% 90.23
Range 1.68 0.73 -0.95 -56.5% 5.62
ATR 1.64 1.68 0.04 2.6% 0.00
Volume 3,416 1,316 -2,100 -61.5% 9,749
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 92.10 91.81 90.47
R3 91.37 91.08 90.27
R2 90.64 90.64 90.20
R1 90.35 90.35 90.14 90.50
PP 89.91 89.91 89.91 89.98
S1 89.62 89.62 90.00 89.77
S2 89.18 89.18 89.94
S3 88.45 88.89 89.87
S4 87.72 88.16 89.67
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 94.72 89.46 5.26 5.8% 1.54 1.7% 12% False True 2,330
10 96.35 89.46 6.89 7.6% 1.37 1.5% 9% False True 2,177
20 96.35 88.54 7.81 8.7% 1.14 1.3% 20% False False 1,880
40 96.35 85.59 10.76 11.9% 1.27 1.4% 42% False False 1,505
60 96.35 80.08 16.27 18.1% 0.90 1.0% 61% False False 1,341
80 96.35 74.41 21.94 24.4% 0.72 0.8% 71% False False 1,182
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.29
2.618 92.10
1.618 91.37
1.000 90.92
0.618 90.64
HIGH 90.19
0.618 89.91
0.500 89.83
0.382 89.74
LOW 89.46
0.618 89.01
1.000 88.73
1.618 88.28
2.618 87.55
4.250 86.36
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 89.99 90.68
PP 89.91 90.48
S1 89.83 90.27

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

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