NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 89.73 90.30 0.57 0.6% 86.32
High 89.74 90.30 0.56 0.6% 88.43
Low 89.32 89.94 0.62 0.7% 85.48
Close 89.73 90.42 0.69 0.8% 88.69
Range 0.42 0.36 -0.06 -14.3% 2.95
ATR 1.27 1.22 -0.05 -3.9% 0.00
Volume 465 375 -90 -19.4% 1,471
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 91.30 91.22 90.62
R3 90.94 90.86 90.52
R2 90.58 90.58 90.49
R1 90.50 90.50 90.45 90.54
PP 90.22 90.22 90.22 90.24
S1 90.14 90.14 90.39 90.18
S2 89.86 89.86 90.35
S3 89.50 89.78 90.32
S4 89.14 89.42 90.22
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 90.30 86.86 3.44 3.8% 0.49 0.5% 103% True False 534
10 90.30 85.48 4.82 5.3% 0.68 0.8% 102% True False 420
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 3 trading days
Fibonacci Retracements and Extensions
4.250 91.83
2.618 91.24
1.618 90.88
1.000 90.66
0.618 90.52
HIGH 90.30
0.618 90.16
0.500 90.12
0.382 90.08
LOW 89.94
0.618 89.72
1.000 89.58
1.618 89.36
2.618 89.00
4.250 88.41
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 90.32 89.97
PP 90.22 89.52
S1 90.12 89.08

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

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