NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 15-Jan-2008
Day Change Summary
Previous Current
14-Jan-2008 15-Jan-2008 Change Change % Previous Week
Open 90.88 91.49 0.61 0.7% 96.33
High 92.25 91.50 -0.75 -0.8% 96.33
Low 90.87 89.75 -1.12 -1.2% 90.40
Close 92.09 90.41 -1.68 -1.8% 90.58
Range 1.38 1.75 0.37 26.8% 5.93
ATR 1.98 2.01 0.03 1.3% 0.00
Volume 10,390 3,968 -6,422 -61.8% 16,511
Daily Pivots for day following 15-Jan-2008
Classic Woodie Camarilla DeMark
R4 95.80 94.86 91.37
R3 94.05 93.11 90.89
R2 92.30 92.30 90.73
R1 91.36 91.36 90.57 90.96
PP 90.55 90.55 90.55 90.35
S1 89.61 89.61 90.25 89.21
S2 88.80 88.80 90.09
S3 87.05 87.86 89.93
S4 85.30 86.11 89.45
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 89.75 5.52 6.1% 1.50 1.7% 12% False True 5,163
10 97.22 89.75 7.47 8.3% 1.66 1.8% 9% False True 4,446
20 97.22 88.77 8.45 9.3% 1.50 1.7% 19% False False 3,722
40 97.22 85.12 12.10 13.4% 1.90 2.1% 44% False False 2,952
60 97.22 81.04 16.18 17.9% 1.54 1.7% 58% False False 2,417
80 97.22 75.05 22.17 24.5% 1.23 1.4% 69% False False 2,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.94
2.618 96.08
1.618 94.33
1.000 93.25
0.618 92.58
HIGH 91.50
0.618 90.83
0.500 90.63
0.382 90.42
LOW 89.75
0.618 88.67
1.000 88.00
1.618 86.92
2.618 85.17
4.250 82.31
Fisher Pivots for day following 15-Jan-2008
Pivot 1 day 3 day
R1 90.63 91.00
PP 90.55 90.80
S1 90.48 90.61

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

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