NYMEX Light Sweet Crude Oil Future January 2009


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 86.85 86.22 -0.63 -0.7% 89.86
High 87.00 86.22 -0.78 -0.9% 89.86
Low 86.85 86.22 -0.63 -0.7% 86.67
Close 86.85 86.22 -0.63 -0.7% 86.85
Range 0.15 0.00 -0.15 -100.0% 3.19
ATR 1.07 1.03 -0.03 -2.9% 0.00
Volume 1,035 65 -970 -93.7% 2,083
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 86.22 86.22 86.22
R3 86.22 86.22 86.22
R2 86.22 86.22 86.22
R1 86.22 86.22 86.22 86.22
PP 86.22 86.22 86.22 86.22
S1 86.22 86.22 86.22 86.22
S2 86.22 86.22 86.22
S3 86.22 86.22 86.22
S4 86.22 86.22 86.22
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 88.49 86.22 2.27 2.6% 0.03 0.0% 0% False True 347
10 92.03 86.22 5.81 6.7% 0.02 0.0% 0% False True 477
20 93.93 86.22 7.71 8.9% 0.08 0.1% 0% False True 319
40 93.93 83.94 9.99 11.6% 0.57 0.7% 23% False False 543
60 93.93 82.46 11.47 13.3% 0.77 0.9% 33% False False 589
80 93.93 73.20 20.73 24.0% 0.61 0.7% 63% False False 568
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.22
2.618 86.22
1.618 86.22
1.000 86.22
0.618 86.22
HIGH 86.22
0.618 86.22
0.500 86.22
0.382 86.22
LOW 86.22
0.618 86.22
1.000 86.22
1.618 86.22
2.618 86.22
4.250 86.22
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 86.22 86.61
PP 86.22 86.48
S1 86.22 86.35

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

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