NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 22-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 22-Jan-2008 Change Change % Previous Week
Open 87.73 84.93 -2.80 -3.2% 89.95
High 88.72 87.20 -1.52 -1.7% 91.32
Low 87.52 84.70 -2.82 -3.2% 87.52
Close 87.94 87.20 -0.74 -0.8% 87.94
Range 1.20 2.50 1.30 108.3% 3.80
ATR 1.53 1.65 0.12 8.0% 0.00
Volume 1,167 2,991 1,824 156.3% 4,599
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.87 93.03 88.58
R3 91.37 90.53 87.89
R2 88.87 88.87 87.66
R1 88.03 88.03 87.43 88.45
PP 86.37 86.37 86.37 86.58
S1 85.53 85.53 86.97 85.95
S2 83.87 83.87 86.74
S3 81.37 83.03 86.51
S4 78.87 80.53 85.83
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 100.33 97.93 90.03
R3 96.53 94.13 88.99
R2 92.73 92.73 88.64
R1 90.33 90.33 88.29 89.63
PP 88.93 88.93 88.93 88.58
S1 86.53 86.53 87.59 85.83
S2 85.13 85.13 87.24
S3 81.33 82.73 86.90
S4 77.53 78.93 85.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.30 84.70 6.60 7.6% 1.73 2.0% 38% False True 1,307
10 94.50 84.70 9.80 11.2% 1.19 1.4% 26% False True 1,454
20 96.00 84.70 11.30 13.0% 1.03 1.2% 22% False True 1,896
40 96.00 84.34 11.66 13.4% 1.13 1.3% 25% False False 1,737
60 96.00 83.49 12.51 14.3% 0.94 1.1% 30% False False 1,737
80 96.00 74.47 21.53 24.7% 0.76 0.9% 59% False False 1,515
100 96.00 69.45 26.55 30.4% 0.62 0.7% 67% False False 1,459
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 0.12
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 97.83
2.618 93.75
1.618 91.25
1.000 89.70
0.618 88.75
HIGH 87.20
0.618 86.25
0.500 85.95
0.382 85.66
LOW 84.70
0.618 83.16
1.000 82.20
1.618 80.66
2.618 78.16
4.250 74.08
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 86.78 87.10
PP 86.37 87.00
S1 85.95 86.90

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

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