NYMEX Light Sweet Crude Oil Future August 2008


Trading Metrics calculated at close of trading on 16-Jan-2008
Day Change Summary
Previous Current
15-Jan-2008 16-Jan-2008 Change Change % Previous Week
Open 90.03 89.49 -0.54 -0.6% 95.59
High 90.19 89.49 -0.70 -0.8% 95.59
Low 89.46 87.74 -1.72 -1.9% 89.97
Close 90.07 88.80 -1.27 -1.4% 90.23
Range 0.73 1.75 1.02 139.7% 5.62
ATR 1.68 1.73 0.05 2.8% 0.00
Volume 1,316 2,265 949 72.1% 9,749
Daily Pivots for day following 16-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.93 93.11 89.76
R3 92.18 91.36 89.28
R2 90.43 90.43 89.12
R1 89.61 89.61 88.96 89.15
PP 88.68 88.68 88.68 88.44
S1 87.86 87.86 88.64 87.40
S2 86.93 86.93 88.48
S3 85.18 86.11 88.32
S4 83.43 84.36 87.84
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 92.68 87.74 4.94 5.6% 1.44 1.6% 21% False True 2,479
10 96.35 87.74 8.61 9.7% 1.36 1.5% 12% False True 2,091
20 96.35 87.74 8.61 9.7% 1.18 1.3% 12% False True 1,933
40 96.35 85.59 10.76 12.1% 1.31 1.5% 30% False False 1,558
60 96.35 80.08 16.27 18.3% 0.93 1.0% 54% False False 1,369
80 96.35 74.41 21.94 24.7% 0.74 0.8% 66% False False 1,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.93
2.618 94.07
1.618 92.32
1.000 91.24
0.618 90.57
HIGH 89.49
0.618 88.82
0.500 88.62
0.382 88.41
LOW 87.74
0.618 86.66
1.000 85.99
1.618 84.91
2.618 83.16
4.250 80.30
Fisher Pivots for day following 16-Jan-2008
Pivot 1 day 3 day
R1 88.74 89.82
PP 88.68 89.48
S1 88.62 89.14

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

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