NYMEX Light Sweet Crude Oil Future September 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 89.95 91.30 1.35 1.5% 93.90
High 91.32 91.30 -0.02 0.0% 94.50
Low 89.95 89.00 -0.95 -1.1% 89.70
Close 91.31 89.74 -1.57 -1.7% 89.88
Range 1.37 2.30 0.93 67.9% 4.80
ATR 1.47 1.53 0.06 4.1% 0.00
Volume 1,053 546 -507 -48.1% 8,710
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.91 95.63 91.01
R3 94.61 93.33 90.37
R2 92.31 92.31 90.16
R1 91.03 91.03 89.95 90.52
PP 90.01 90.01 90.01 89.76
S1 88.73 88.73 89.53 88.22
S2 87.71 87.71 89.32
S3 85.41 86.43 89.11
S4 83.11 84.13 88.48
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 93.32 89.00 4.32 4.8% 0.99 1.1% 17% False True 1,450
10 96.00 89.00 7.00 7.8% 1.00 1.1% 11% False True 1,645
20 96.00 88.19 7.81 8.7% 0.91 1.0% 20% False False 1,756
40 96.00 84.34 11.66 13.0% 1.03 1.2% 46% False False 1,671
60 96.00 79.86 16.14 18.0% 0.84 0.9% 61% False False 1,662
80 96.00 74.47 21.53 24.0% 0.68 0.8% 71% False False 1,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 101.08
2.618 97.32
1.618 95.02
1.000 93.60
0.618 92.72
HIGH 91.30
0.618 90.42
0.500 90.15
0.382 89.88
LOW 89.00
0.618 87.58
1.000 86.70
1.618 85.28
2.618 82.98
4.250 79.23
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 90.15 90.16
PP 90.01 90.02
S1 89.88 89.88

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

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