NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 14-Jan-2008
Day Change Summary
Previous Current
11-Jan-2008 14-Jan-2008 Change Change % Previous Week
Open 91.02 90.88 -0.14 -0.2% 96.33
High 91.34 92.25 0.91 1.0% 96.33
Low 90.40 90.87 0.47 0.5% 90.40
Close 90.58 92.09 1.51 1.7% 90.58
Range 0.94 1.38 0.44 46.8% 5.93
ATR 2.01 1.98 -0.02 -1.2% 0.00
Volume 3,889 10,390 6,501 167.2% 16,511
Daily Pivots for day following 14-Jan-2008
Classic Woodie Camarilla DeMark
R4 95.88 95.36 92.85
R3 94.50 93.98 92.47
R2 93.12 93.12 92.34
R1 92.60 92.60 92.22 92.86
PP 91.74 91.74 91.74 91.87
S1 91.22 91.22 91.96 91.48
S2 90.36 90.36 91.84
S3 88.98 89.84 91.71
S4 87.60 88.46 91.33
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 110.23 106.33 93.84
R3 104.30 100.40 92.21
R2 98.37 98.37 91.67
R1 94.47 94.47 91.12 93.46
PP 92.44 92.44 92.44 91.93
S1 88.54 88.54 90.04 87.53
S2 86.51 86.51 89.49
S3 80.58 82.61 88.95
S4 74.65 76.68 87.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.27 90.40 4.87 5.3% 1.62 1.8% 35% False False 4,993
10 97.22 90.40 6.82 7.4% 1.61 1.7% 25% False False 4,369
20 97.22 88.77 8.45 9.2% 1.45 1.6% 39% False False 3,644
40 97.22 85.12 12.10 13.1% 1.89 2.0% 58% False False 2,882
60 97.22 81.04 16.18 17.6% 1.52 1.7% 68% False False 2,446
80 97.22 75.05 22.17 24.1% 1.21 1.3% 77% False False 2,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.12
2.618 95.86
1.618 94.48
1.000 93.63
0.618 93.10
HIGH 92.25
0.618 91.72
0.500 91.56
0.382 91.40
LOW 90.87
0.618 90.02
1.000 89.49
1.618 88.64
2.618 87.26
4.250 85.01
Fisher Pivots for day following 14-Jan-2008
Pivot 1 day 3 day
R1 91.91 91.84
PP 91.74 91.58
S1 91.56 91.33

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

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