NYMEX Light Sweet Crude Oil Future September 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	89.94	89.95	0.01	0.0%	93.90
High	90.10	91.32	1.22	1.4%	94.50
Low	89.70	89.95	0.25	0.3%	89.70
Close	89.88	91.31	1.43	1.6%	89.88
Range	0.40	1.37	0.97	242.5%	4.80
ATR	1.47	1.47	0.00	-0.1%	0.00
Volume	2,083	1,053	-1,030	-49.4%	8,710

Daily Pivots for day following 14-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	94.97	94.51	92.06
R3	93.60	93.14	91.69
R2	92.23	92.23	91.56
R1	91.77	91.77	91.44	92.00
PP	90.86	90.86	90.86	90.98
S1	90.40	90.40	91.18	90.63
S2	89.49	89.49	91.06
S3	88.12	89.03	90.93
S4	86.75	87.66	90.56

Weekly Pivots for week ending 11-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	105.76	102.62	92.52
R3	100.96	97.82	91.20
R2	96.16	96.16	90.76
R1	93.02	93.02	90.32	92.19
PP	91.36	91.36	91.36	90.95
S1	88.22	88.22	89.44	87.39
S2	86.56	86.56	89.00
S3	81.76	83.42	88.56
S4	76.96	78.62	87.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.50	89.70	4.80	5.3%	0.64	0.7%	34%	False	False	1,602
10	96.00	89.70	6.30	6.9%	0.85	0.9%	26%	False	False	1,836
20	96.00	88.19	7.81	8.6%	0.81	0.9%	40%	False	False	2,046
40	96.00	84.34	11.66	12.8%	0.98	1.1%	60%	False	False	1,666
60	96.00	79.86	16.14	17.7%	0.82	0.9%	71%	False	False	1,734
80	96.00	74.47	21.53	23.6%	0.65	0.7%	78%	False	False	1,515

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.14
2.618	94.91
1.618	93.54
1.000	92.69
0.618	92.17
HIGH	91.32
0.618	90.80
0.500	90.64
0.382	90.47
LOW	89.95
0.618	89.10
1.000	88.58
1.618	87.73
2.618	86.36
4.250	84.13

Fisher Pivots for day following 14-Jan-2008
Pivot	1 day	3 day
R1	91.09	91.04
PP	90.86	90.78
S1	90.64	90.51

Download as Excel Spreadsheet

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

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