NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 18-Jan-2008
Day Change Summary
Previous Current
17-Jan-2008 18-Jan-2008 Change Change % Previous Week
Open 86.67 86.85 0.18 0.2% 89.86
High 86.67 87.00 0.33 0.4% 89.86
Low 86.67 86.85 0.18 0.2% 86.67
Close 86.67 86.85 0.18 0.2% 86.85
Range 0.00 0.15 0.15 3.19
ATR 1.12 1.07 -0.06 -5.0% 0.00
Volume 150 1,035 885 590.0% 2,083
Daily Pivots for day following 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 87.35 87.25 86.93
R3 87.20 87.10 86.89
R2 87.05 87.05 86.88
R1 86.95 86.95 86.86 86.93
PP 86.90 86.90 86.90 86.89
S1 86.80 86.80 86.84 86.78
S2 86.75 86.75 86.82
S3 86.60 86.65 86.81
S4 86.45 86.50 86.77
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 97.36 95.30 88.60
R3 94.17 92.11 87.73
R2 90.98 90.98 87.43
R1 88.92 88.92 87.14 88.36
PP 87.79 87.79 87.79 87.51
S1 85.73 85.73 86.56 85.17
S2 84.60 84.60 86.27
S3 81.41 82.54 85.97
S4 78.22 79.35 85.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.86 86.67 3.19 3.7% 0.03 0.0% 6% False False 416
10 92.03 86.67 5.36 6.2% 0.02 0.0% 3% False False 480
20 93.93 86.67 7.26 8.4% 0.08 0.1% 2% False False 376
40 93.93 83.94 9.99 11.5% 0.57 0.7% 29% False False 581
60 93.93 80.25 13.68 15.8% 0.77 0.9% 48% False False 591
80 93.93 73.20 20.73 23.9% 0.61 0.7% 66% False False 569
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 87.64
2.618 87.39
1.618 87.24
1.000 87.15
0.618 87.09
HIGH 87.00
0.618 86.94
0.500 86.93
0.382 86.91
LOW 86.85
0.618 86.76
1.000 86.70
1.618 86.61
2.618 86.46
4.250 86.21
Fisher Pivots for day following 18-Jan-2008
Pivot 1 day 3 day
R1 86.93 87.06
PP 86.90 86.99
S1 86.88 86.92

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

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