NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 07-Jan-2008
Day Change Summary
Previous Current
04-Jan-2008 07-Jan-2008 Change Change % Previous Week
Open 95.53 96.33 0.80 0.8% 93.90
High 96.00 96.33 0.33 0.3% 97.22
Low 95.17 93.00 -2.17 -2.3% 92.74
Close 96.00 93.38 -2.62 -2.7% 96.00
Range 0.83 3.33 2.50 301.2% 4.48
ATR 1.95 2.05 0.10 5.1% 0.00
Volume 4,564 1,933 -2,631 -57.6% 16,789
Daily Pivots for day following 07-Jan-2008
Classic Woodie Camarilla DeMark
R4 104.23 102.13 95.21
R3 100.90 98.80 94.30
R2 97.57 97.57 93.99
R1 95.47 95.47 93.69 94.86
PP 94.24 94.24 94.24 93.93
S1 92.14 92.14 93.07 91.53
S2 90.91 90.91 92.77
S3 87.58 88.81 92.46
S4 84.25 85.48 91.55
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 108.76 106.86 98.46
R3 104.28 102.38 97.23
R2 99.80 99.80 96.82
R1 97.90 97.90 96.41 98.85
PP 95.32 95.32 95.32 95.80
S1 93.42 93.42 95.59 94.37
S2 90.84 90.84 95.18
S3 86.36 88.94 94.77
S4 81.88 84.46 93.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.22 92.74 4.48 4.8% 1.59 1.7% 14% False False 3,744
10 97.22 90.12 7.10 7.6% 1.38 1.5% 46% False False 3,562
20 97.22 85.67 11.55 12.4% 1.70 1.8% 67% False False 2,986
40 97.22 85.12 12.10 13.0% 1.77 1.9% 68% False False 2,437
60 97.22 78.25 18.97 20.3% 1.41 1.5% 80% False False 2,076
80 97.22 73.75 23.47 25.1% 1.12 1.2% 84% False False 1,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 110.48
2.618 105.05
1.618 101.72
1.000 99.66
0.618 98.39
HIGH 96.33
0.618 95.06
0.500 94.67
0.382 94.27
LOW 93.00
0.618 90.94
1.000 89.67
1.618 87.61
2.618 84.28
4.250 78.85
Fisher Pivots for day following 07-Jan-2008
Pivot 1 day 3 day
R1 94.67 95.11
PP 94.24 94.53
S1 93.81 93.96

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

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