NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 87.96 89.73 1.77 2.0% 86.32
High 89.51 89.74 0.23 0.3% 88.43
Low 87.85 89.32 1.47 1.7% 85.48
Close 89.34 89.73 0.39 0.4% 88.69
Range 1.66 0.42 -1.24 -74.7% 2.95
ATR 1.33 1.27 -0.07 -4.9% 0.00
Volume 845 465 -380 -45.0% 1,471
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 90.86 90.71 89.96
R3 90.44 90.29 89.85
R2 90.02 90.02 89.81
R1 89.87 89.87 89.77 89.94
PP 89.60 89.60 89.60 89.63
S1 89.45 89.45 89.69 89.52
S2 89.18 89.18 89.65
S3 88.76 89.03 89.61
S4 88.34 88.61 89.50
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 96.38 95.49 90.31
R3 93.43 92.54 89.50
R2 90.48 90.48 89.23
R1 89.59 89.59 88.96 90.04
PP 87.53 87.53 87.53 87.76
S1 86.64 86.64 88.42 87.09
S2 84.58 84.58 88.15
S3 81.63 83.69 87.88
S4 78.68 80.74 87.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.74 85.48 4.26 4.7% 0.52 0.6% 100% True False 554
10 89.74 85.48 4.26 4.7% 0.69 0.8% 100% True False 432
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.53
2.618 90.84
1.618 90.42
1.000 90.16
0.618 90.00
HIGH 89.74
0.618 89.58
0.500 89.53
0.382 89.48
LOW 89.32
0.618 89.06
1.000 88.90
1.618 88.64
2.618 88.22
4.250 87.54
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 89.66 89.42
PP 89.60 89.11
S1 89.53 88.80

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

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