NYMEX Light Sweet Crude Oil Future July 2008


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 88.17 85.63 -2.54 -2.9% 90.88
High 89.40 88.00 -1.40 -1.6% 92.25
Low 87.96 85.17 -2.79 -3.2% 87.95
Close 88.53 87.77 -0.76 -0.9% 88.53
Range 1.44 2.83 1.39 96.5% 4.30
ATR 2.01 2.10 0.10 4.8% 0.00
Volume 3,348 3,519 171 5.1% 26,519
Daily Pivots for day following 22-Jan-2008
Classic Woodie Camarilla DeMark
R4 95.47 94.45 89.33
R3 92.64 91.62 88.55
R2 89.81 89.81 88.29
R1 88.79 88.79 88.03 89.30
PP 86.98 86.98 86.98 87.24
S1 85.96 85.96 87.51 86.47
S2 84.15 84.15 87.25
S3 81.32 83.13 86.99
S4 78.49 80.30 86.21
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 102.48 99.80 90.90
R3 98.18 95.50 89.71
R2 93.88 93.88 89.32
R1 91.20 91.20 88.92 90.39
PP 89.58 89.58 89.58 89.17
S1 86.90 86.90 88.14 86.09
S2 85.28 85.28 87.74
S3 80.98 82.60 87.35
S4 76.68 78.30 86.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.50 85.17 6.33 7.2% 2.00 2.3% 41% False True 3,929
10 95.27 85.17 10.10 11.5% 1.81 2.1% 26% False True 4,461
20 97.22 85.17 12.05 13.7% 1.60 1.8% 22% False True 4,012
40 97.22 85.12 12.10 13.8% 1.99 2.3% 22% False False 3,197
60 97.22 83.14 14.08 16.0% 1.66 1.9% 33% False False 2,631
80 97.22 75.05 22.17 25.3% 1.33 1.5% 57% False False 2,259
100 97.22 69.68 27.54 31.4% 1.08 1.2% 66% False False 1,988
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 0.34
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 100.03
2.618 95.41
1.618 92.58
1.000 90.83
0.618 89.75
HIGH 88.00
0.618 86.92
0.500 86.59
0.382 86.25
LOW 85.17
0.618 83.42
1.000 82.34
1.618 80.59
2.618 77.76
4.250 73.14
Fisher Pivots for day following 22-Jan-2008
Pivot 1 day 3 day
R1 87.38 87.73
PP 86.98 87.68
S1 86.59 87.64

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

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