NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 86.22 85.08 -1.14 -1.3% 89.86
High 86.22 85.08 -1.14 -1.3% 89.86
Low 86.22 84.44 -1.78 -2.1% 86.67
Close 86.22 84.44 -1.78 -2.1% 86.85
Range 0.00 0.64 0.64 3.19
ATR 1.03 1.09 0.05 5.1% 0.00
Volume 65 1,441 1,376 2,116.9% 2,083
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 86.57 86.15 84.79
R3 85.93 85.51 84.62
R2 85.29 85.29 84.56
R1 84.87 84.87 84.50 84.76
PP 84.65 84.65 84.65 84.60
S1 84.23 84.23 84.38 84.12
S2 84.01 84.01 84.32
S3 83.37 83.59 84.26
S4 82.73 82.95 84.09
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 87.44 84.44 3.00 3.6% 0.16 0.2% 0% False True 619
10 90.53 84.44 6.09 7.2% 0.08 0.1% 0% False True 569
20 93.93 84.44 9.49 11.2% 0.11 0.1% 0% False True 390
40 93.93 83.94 9.99 11.8% 0.58 0.7% 5% False False 567
60 93.93 82.46 11.47 13.6% 0.78 0.9% 17% False False 611
80 93.93 73.20 20.73 24.5% 0.61 0.7% 54% False False 585
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 0.00
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 87.80
2.618 86.76
1.618 86.12
1.000 85.72
0.618 85.48
HIGH 85.08
0.618 84.84
0.500 84.76
0.382 84.68
LOW 84.44
0.618 84.04
1.000 83.80
1.618 83.40
2.618 82.76
4.250 81.72
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 84.76 85.72
PP 84.65 85.29
S1 84.55 84.87

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

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